Articles

HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LÉVY PROCESSES

  • QiAO Hui-Jie
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  • Department of Mathematics, Southeast University, Nanjing 211189, China

Received date: 2010-09-11

  Online published: 2012-05-20

Supported by

This work is supported by NSF (11001051) of China.

Abstract

In this article, homeomorphism flows for non-Lipschitz stochastic differential equations driven by L´evy processes are studied.

Cite this article

QiAO Hui-Jie . HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LÉVY PROCESSES[J]. Acta mathematica scientia, Series B, 2012 , 32(3) : 1115 -1125 . DOI: 10.1016/S0252-9602(12)60084-8

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