Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients

DOI10.1016/j.bulsci.2005.02.005zbMath1079.60056MaRDI QIDQ2386019

Zongxia Liang

Publication date: 22 August 2005

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2005.02.005

zbMATH Keywords

stochastic differential equation; stochastic flow; non-contact property; homotopy and homeomorphism

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

55P10: Homotopy equivalences in algebraic topology

60G17: Sample path properties

Related Items

KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE, Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients, Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic, Stochastic flows of SDEs with non-Lipschitz coefficients and singular time, Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs, A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients, ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a type of stochastic differential equations driven by countably many Brownian motions
• A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
• Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
• Canonical Brownian motion on the diffeomorphism group of the circle
• Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
• Integration of Brownian vector fields.
• Flows, coalescence and noise.
• On the uniqueness of solutions of stochastic differential equations
• On the strong comparison theorems for solutions of stochastic differential equations
• The canonic diffusion above the diffeomorphism group of the circle