Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs

DOI10.1016/J.BULSCI.2006.12.001MaRDI QIDQ2472853zbMATH OpenOpenAlexFDO

Authors Zongxia Liang

Publication date 25 February 2008

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

Full work available at URL https://doi.org/10.1016/j.bulsci.2006.12.001

zbMATH Keywords

GRR Lemmanon-Lipschitz conditionsspatial growth ratestochastic homeomorphic flow

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Asymptotic theory of functional-differential equations (34K25) Dynamics induced by flows and semiflows (37C10) Sample path properties (60G17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• 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.
• Global flows for stochastic differential equations without global Lipschitz conditions
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
• Inequalities for differential and integral equations
• 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 spatial asymptotic behavior of stochastic flows in Euclidean space
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Spatial estimates for stochastic flows in Euclidean space
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• The canonic diffusion above the diffeomorphism group of the circle

Cited in

(5)

• Chasing balls through martingale fields
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
• Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
• Global flows for stochastic differential equations without global Lipschitz conditions

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