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

โœ Scribed by Xicheng Zhang


Book ID
108265776
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
251 KB
Volume
115
Category
Article
ISSN
0304-4149

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Stochastic flows for SDEs with non-Lipsc
โœ Jiagang Ren; Xicheng Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ French โš– 130 KB

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