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.
Original language | English |
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Pages (from-to) | 2254-2268 |
Number of pages | 15 |
Journal | Stochastic Processes and their Applications |
Volume | 118 |
Issue number | 12 |
DOIs | |
Publication status | Published - Dec 2008 |
Externally published | Yes |
Keywords
- Exponential martingale
- Homeomorphism flow
- Non-Lipschitz
- SDEs with jumps
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Qiao, H., & Zhang, X. (2008). Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps. Stochastic Processes and their Applications, 118(12), 2254-2268. https://doi.org/10.1016/j.spa.2007.12.006