𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic flows for SDEs with non-Lipschitz coefficients

✍ Scribed by Jiagang Ren; Xicheng Zhang

Publisher
Elsevier Science
Year
2003
Tongue
French
Weight
130 KB
Volume
127
Category
Article
ISSN
0007-4497

No coin nor oath required. For personal study only.

✦ Synopsis

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

πŸ“œ SIMILAR VOLUMES

Stochastic flows of SDEs with irregular
Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
✍ Xicheng Zhang πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 French βš– 324 KB

In this article we study (possibly degenerate) stochastic differential equations (SDEs) with irregular (or discontinuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere stochastic (invertible) flow associated with the SDE in the sen