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, 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

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