Title of article :
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
Author/Authors :
Qiao، نويسنده , , Huijie and Zhang، نويسنده , , Xicheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
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
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
