Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients (Q2386019): Difference between revisions

Consider the equation \[ dX(t)=\sum_{i=1}^\infty\sigma_i(X(t))dW_t^i+b(X(t))\,dt,\quad X(0)=x_0, \] where \(W^1, W^2,\dots\) are independent standard Wiener processes in \({\mathbb R}^d\), \(\sigma_1,\sigma_2,\dots\) are \((m,d)\)-matrix-valued continuous functions and \(b: {\mathbb R}^m\to {\mathbb R}^m\) is continuous. The main result of the paper states that if \[ \|\sigma(x)-\sigma(y)\| \leq C| x-y| \left(\log {1\over | x-y| }\right)^\alpha,\qquad | b(x)-b(y)| \leq C| x-y| \left(\log {1\over | x-y| }\right)^\beta \] (here, \(| | \sigma(x)| | ^2= \sum_{i=1}^\infty\sum_{j=1}^m\sum_{k=1}^d\sigma_{ijk}^2(x)\)), for \(| x-y| \) sufficiently small, \(0\leq\theta=\max(2\alpha,\beta)<1\), and, moreover \(\theta\) has the form \(\theta={2l\over 2n+1}\), \(l,n=0,1,2,\dots\), and \(\sigma,b\) are compactly supported, then the (unique, strong) solution of the equation constitutes a stochastic flow of homeomorphisms of \({\mathbb R}^m\).