Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients

DOI10.1016/j.spa.2004.10.003zbMath1084.60037OpenAlexW2045516151MaRDI QIDQ2485835

Xicheng Zhang

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.10.003

zbMATH Keywords

Zvonkin's transformationDini's type drifthomeomorphic flow propertymulti-dimensional stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)

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