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  • Search: subject:"Stochastic flow of diffeomorphisms Bismut formula"
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Stochastic Hamiltonian system 1 Stochastic flow of diffeomorphisms Bismut formula 1
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Zhang, Xicheng 1
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Stochastic Processes and their Applications 1
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Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
Zhang, Xicheng - In: Stochastic Processes and their Applications 120 (2010) 10, pp. 1929-1949
We first consider the stochastic differential equations (SDE) without global Lipschitz conditions, and give sufficient conditions for the SDEs to be strictly conservative. In particular, a criteria for stochastic flows of diffeomorphisms defined by SDEs with non-global Lipschitz coefficients is...
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