Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients

DOI10.1016/j.jfa.2006.08.005zbMath1105.60040OpenAlexW2051087015MaRDI QIDQ859626

Xicheng Zhang, Jiangang Ren

Publication date: 16 January 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2006.08.005

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions, On the stochastic flow generated by the one default model in one-dimensional case, One dimensional stochastic differential equations with distributional drifts, Exponential ergodicity of non-Lipschitz stochastic differential equations, Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

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