Stochastic flows for SDEs with non-Lipschitz coefficients

Jiagang Ren*, Xicheng Zhang

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

26 引用 (Scopus)

摘要

We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.

源语言英语
页(从-至)739-754
页数16
期刊Bulletin des Sciences Mathematiques
127
8
DOI
出版状态已出版 - 10月 2003
已对外发布

指纹

探究 'Stochastic flows for SDEs with non-Lipschitz coefficients' 的科研主题。它们共同构成独一无二的指纹。

引用此