Stochastic flows of SDEs with non-Lipschitz coefficients and singular time

被引：0

作者：

Xu, Jie ^{[1
,2
]}

Wen, Jiaping ^{[1
,2
]}

Mu, Jianyong ^{[1
,2
]}

Liu, Jicheng ^{[3
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China

[2] Henan Normal Univ, Henan Engn Lab Big Data Stat Anal & Optimal Contr, Xinxiang 453007, Henan, Peoples R China

[3] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2019年 / 148卷

关键词：

Stochastic homeomorphism flows; SDEs; Non-Lipschitz; Singular time; Zvonkin's transformation; DIFFERENTIAL-EQUATIONS; HOMEOMORPHISM FLOWS;

D O I：

10.1016/j.spl.2019.01.026

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：118 / 127

页数：10

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