Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients

Xicheng Zhang

doi:10.1016/j.spa.2004.10.003

Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients

Xicheng Zhang^*

^*Corresponding author for this work

Huazhong University of Science and Technology

Research output: Contribution to journal › Article › peer-review

43 Citations (Scopus)

Abstract

In this paper, we study the homeomorphic property of solutions of multi-dimensional stochastic differential equations with non-Lipschitz coefficients.

Original language	English
Pages (from-to)	435-448
Number of pages	14
Journal	Stochastic Processes and their Applications
Volume	115
Issue number	3
DOIs	https://doi.org/10.1016/j.spa.2004.10.003
Publication status	Published - Mar 2005
Externally published	Yes

Keywords

Homeomorphism flow
Non-Lipschitz
SDE
Zvonkin's transformation

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10.1016/j.spa.2004.10.003

Cite this

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title = "Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients",

abstract = "In this paper, we study the homeomorphic property of solutions of multi-dimensional stochastic differential equations with non-Lipschitz coefficients.",

keywords = "Homeomorphism flow, Non-Lipschitz, SDE, Zvonkin's transformation",

author = "Xicheng Zhang",

year = "2005",

month = mar,

doi = "10.1016/j.spa.2004.10.003",

language = "English",

volume = "115",

pages = "435--448",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

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AU - Zhang, Xicheng

PY - 2005/3

Y1 - 2005/3

N2 - In this paper, we study the homeomorphic property of solutions of multi-dimensional stochastic differential equations with non-Lipschitz coefficients.

AB - In this paper, we study the homeomorphic property of solutions of multi-dimensional stochastic differential equations with non-Lipschitz coefficients.

KW - Homeomorphism flow

KW - Non-Lipschitz

KW - SDE

KW - Zvonkin's transformation

UR - https://www.scopus.com/pages/publications/13344260668

U2 - 10.1016/j.spa.2004.10.003

DO - 10.1016/j.spa.2004.10.003

M3 - Article

AN - SCOPUS:13344260668

SN - 0304-4149

VL - 115

SP - 435

EP - 448

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 3

ER -

Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients

Abstract

Keywords

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