Stochastic flows for SDEs with non-Lipschitz coefficients

Bulletin des Sciences Mathematiques

Volumn 127, Issue 8, 2003, Pages 739-754

  Ren, Jiagang ^a,b   Zhang, Xicheng ^a  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b SUN YAT SEN UNIVERSITY   (China)

Author keywords

Bicontinuity; H lder continuity; Homeomorphism; Non Lipschitz; Stochastic flow

Indexed keywords

EID: 0141637219     PISSN: 00074497     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0007-4497(03)00062-9     Document Type: Article

References (10)

1. Airault H. Ren J. Modulus of continuity of the canonic Brownian motion "on the group of diffeomorphisms of the circle" J. Funct. Anal. 196 2 2002 395-426
2. Bihari I. A generalization of a lemma of Belmman and its application to uniqueness problem of differential equations Acta Math. Acad. Sci. Hungar 7 1956 71-94
3. Bismut J.-M. Mécanique aléatoire Lecture Notes in Math. 866 1981 Springer-Verlag
4. G. Cao, K. He, On a type of stochastic differential equations driven by countably many Brownian motions, J. Funct. Anal., in press
5. K. He, Markovian property of solutions of a type of SDE driven by countably many Brownian motions, Preprint
6. Huang Z. Foundation of Stochastic Analysis 2nd edition 2001 Science Press of China
7. Kunita H. Stochastic differential equations and stochastic flows of diffeomorphisms Lecture Notes in Math. 1097 1984 143-303 Springer-Verlag
8. Malliavin P. The canonic diffusion above the diffeomorphism group of the circle C.R. Acad. Sci. Paris, Sér. 329 1999 325-329
9. Revuz D. Yor M. Continuous Martingales and Brownian Motion Grundlehren Math. Wiss. 293 1991 Springer-Verlag
10. Yamada T. Ogura Y. On the strong comparison theorems for solutions of stochastic differential equations Z. Wahrscheinlichkeitstheorie Verw. Gebiete 56 1981 3-19