Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

Huijie Qiao, Xicheng Zhang*

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

17 引用 (Scopus)

摘要

In this paper we study the continuity property as well as the homeomorphism property for the solutions of multidimensional stochastic differential equations with jumps and non-Lipschitz coefficients with respect to the initial values.

源语言英语
页(从-至)2254-2268
页数15
期刊Stochastic Processes and their Applications
118
12
DOI
出版状态已出版 - 12月 2008
已对外发布

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