Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

Huijie Qiao; Xicheng Zhang

doi:10.1016/j.spa.2007.12.006

Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

Huijie Qiao
, Xicheng Zhang^*

^*此作品的通讯作者

Huazhong University of Science and Technology
University of New South Wales

科研成果: 期刊稿件 › 文章 › 同行评审

19 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
卷	118
期	12
DOI	https://doi.org/10.1016/j.spa.2007.12.006
出版状态	已出版 - 12月 2008
已对外发布	是

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@article{bdb231abf24142a9bfcc700571291bed,

title = "Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps",

abstract = "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.",

keywords = "Exponential martingale, Homeomorphism flow, Non-Lipschitz, SDEs with jumps",

author = "Huijie Qiao and Xicheng Zhang",

year = "2008",

month = dec,

doi = "10.1016/j.spa.2007.12.006",

language = "English",

volume = "118",

pages = "2254--2268",

journal = "Stochastic Processes and their Applications",

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TY - JOUR

T1 - Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

AU - Qiao, Huijie

AU - Zhang, Xicheng

PY - 2008/12

Y1 - 2008/12

N2 - 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.

AB - 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.

KW - Exponential martingale

KW - Homeomorphism flow

KW - Non-Lipschitz

KW - SDEs with jumps

UR - https://www.scopus.com/pages/publications/55849145563

U2 - 10.1016/j.spa.2007.12.006

DO - 10.1016/j.spa.2007.12.006

M3 - Article

AN - SCOPUS:55849145563

SN - 0304-4149

VL - 118

SP - 2254

EP - 2268

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 12

ER -

Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

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