Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

Huijie Qiao and Xicheng Zhang

Stochastic Processes and their Applications, 2008, vol. 118, issue 12, 2254-2268

Abstract: 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.

Keywords: Homeomorphism; flow; SDEs; with; jumps; Non-Lipschitz; Exponential; martingale (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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