Title of article
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
Author/Authors
Qiao، نويسنده , , Huijie and Zhang، نويسنده , , Xicheng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
15
From page
2254
To page
2268
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.
Keywords
Homeomorphism flow , SDEs with jumps , Non-Lipschitz , Exponential martingale
Journal title
Stochastic Processes and their Applications
Serial Year
2008
Journal title
Stochastic Processes and their Applications
Record number
1578043
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