Stochastic flows for SDEs with non-Lipschitz coefficients

Jiagang Ren; Xicheng Zhang

doi:10.1016/S0007-4497(03)00062-9

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

28 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
卷	127
期	8
DOI	https://doi.org/10.1016/S0007-4497(03)00062-9
出版状态	已出版 - 10月 2003
已对外发布	是

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10.1016/S0007-4497(03)00062-9

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Ren, J., & Zhang, X. (2003). Stochastic flows for SDEs with non-Lipschitz coefficients. Bulletin des Sciences Mathematiques, 127(8), 739-754. https://doi.org/10.1016/S0007-4497(03)00062-9

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title = "Stochastic flows for SDEs with non-Lipschitz coefficients",

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

keywords = "Bicontinuity, Homeomorphism, H{\"o}lder continuity, Non-Lipschitz, Stochastic flow",

author = "Jiagang Ren and Xicheng Zhang",

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T1 - Stochastic flows for SDEs with non-Lipschitz coefficients

AU - Ren, Jiagang

AU - Zhang, Xicheng

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N2 - We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.

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

KW - Bicontinuity

KW - Homeomorphism

KW - Hölder continuity

KW - Non-Lipschitz

KW - Stochastic flow

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U2 - 10.1016/S0007-4497(03)00062-9

DO - 10.1016/S0007-4497(03)00062-9

M3 - Article

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VL - 127

SP - 739

EP - 754

JO - Bulletin des Sciences Mathematiques

JF - Bulletin des Sciences Mathematiques

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Stochastic flows for SDEs with non-Lipschitz coefficients

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