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

DOI10.1016/J.BULSCI.2005.02.005MaRDI QIDQ2386019zbMATH OpenOpenAlexFDO

Authors 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 equationstochastic flownon-contact propertyhomotopy and homeomorphism

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Homotopy equivalences in algebraic topology (55P10)

Recommendations

• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• Homeomorphism flows for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Flows of homeomorphisms of stochastic differential equations with measurable drift
• Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients

Cites work

• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 49719 (Why is no real title available?)
• scientific article; zbMATH DE number 1014073 (Why is no real title available?)
• scientific article; zbMATH DE number 2103273 (Why is no real title available?)
• A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
• Canonical Brownian motion on the diffeomorphism group of the circle
• Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
• Flows, coalescence and noise.
• Integration of Brownian vector fields.
• Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
• On a type of stochastic differential equations driven by countably many Brownian motions
• On the strong comparison theorems for solutions of stochastic differential equations
• On the uniqueness of solutions of stochastic differential equations
• The canonic diffusion above the diffeomorphism group of the circle

Cited in

(12)

• Ray-Knight theorems related to a stochastic flow
• KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE
• Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
• SDE driven by countably many Brownian motions with jumps
• Homeomorphism flows for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients
• Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
• A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
• Stochastic flows for SDEs with non-Lipschitz coefficient.

This page was built for publication: Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2386019)