Stochastic flows for SDEs with non-Lipschitz coefficient.

DOI10.1016/S0007-4497(03)00062-9zbMath1035.60063OpenAlexW1986641565MaRDI QIDQ1415377

Xicheng Zhang, Jiangang Ren

Publication date: 3 December 2003

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

Full work available at URL: https://doi.org/10.1016/s0007-4497(03)00062-9

zbMATH Keywords

stochastic differential equationcontinuous dependence on initial condition and time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)

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