Stochastic flows for SDEs with non-Lipschitz coefficients

被引：31

作者：

Ren, JG ^{[1
]}

Zhang, XX

机构：

[1] Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Hubei, Peoples R China

[2] Zhongshan Univ, Sch Math & Computat Sci, Guangzhou 510275, Guangdong, Peoples R China

来源：

BULLETIN DES SCIENCES MATHEMATIQUES | 2003年 / 127卷 / 08期

关键词：

SDE; non-Lipschitz; Holder continuity; bicontinuity; homeomorphism; stochastic flow;

D O I：

10.1016/S0007-4497(03)00062-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients. (C) 2003 Editions scientifiques et medicales Elsevier SAS. All rights reserved.

引用

页码：739 / 754

页数：16

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