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

Xicheng Zhang

Stochastic Processes and their Applications, 2005, vol. 115, issue 3, 435-448

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

Keywords: Homeomorphism; flow; SDE; Non-Lipschitz; Zvonkin's; transformation (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (8)

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