Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

In this paper we study the continuity property as well as the homeomorphism property for the solutions of multidimensional stochastic differential equations with jumps and non-Lipschitz coefficients with respect to the initial values.

MoreLess

Year of publication:	2008
Authors:	Qiao, Huijie ; Zhang, Xicheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 12, p. 2254-2268
Publisher:	Elsevier
Keywords:	Homeomorphism flow SDEs with jumps Non-Lipschitz Exponential martingale

More details

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

Persistent link: https://www.econbiz.de/10008872659