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

DOI10.1016/J.BULSCI.2005.02.005zbMATH Open1079.60056OpenAlexW2155618394MaRDI QIDQ2386019FDOQ2386019

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)

Cites Work

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Cited In (8)

• 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
• ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
• 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

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