Relations between solutions to stochastic differential equations driven by semimartingale with non-Lipschitz coefficients

MaRDI QIDQ3071889zbMATH OpenFDO

Authors Weiyin Fei

Publication date 5 February 2011

zbMATH Keywords

dependence of initial valueslocal characteristic of semimartingalestochastic differential equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(4)

• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
• scientific article; zbMATH DE number 409465 (Why is no real title available?)
• On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic

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