Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes

DOI10.1016/S0252-9602(12)60084-8zbMath1274.60187MaRDI QIDQ1954313

Huijie Qiao

Publication date: 20 June 2013

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

Lévy processes; stochastic differential equations; non-Lipschitz condition; homeomorphism flows; Itō-Ventzell formula for processes with jumps

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

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

34A12: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations