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

In this paper, we study the homeomorphic property of solutions of multi-dimensional stochastic differential equations with non-Lipschitz coefficients.

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Year of publication:	2005
Authors:	Zhang, Xicheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 3, p. 435-448
Publisher:	Elsevier
Keywords:	Homeomorphism flow SDE Non-Lipschitz Zvonkin's transformation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875287