Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients

Ren JG; Zhang XC

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Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients

机译：具有非Lipschitz系数的SDE的随机同胚流的连续模

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摘要

Let X-t (x) solve the following Ito-type SDE (denoted by EQ.(sigma, b, x)) in R-d

机译：让X-t（x）求解R-d中的以下Ito型SDE（以EQ。（sigma，b，x）表示）

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来源
《Journal of Functional Analysis》 |2006年第2期|共18页
作者
Ren JG; Zhang XC;
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正文语种 eng
中图分类数学;
关键词
continuity modulus; homeomorphism flow; SDE; non-Lipschitz; DIFFEOMORPHISM GROUP; BROWNIAN-MOTION; CIRCLE;

机译：连续模;同胚流;SDE;非Lipschitz;差分群;布朗运动;圆;

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专利

1. Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients [J] . Ren JG, Zhang XC Journal of Functional Analysis . 2006,第2期

机译：具有非Lipschitz系数的SDE的随机同胚流的连续模
2. Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients [J] . Zhang Xicheng Electronic Journal of Probability . 2011,第45a48期

机译：具有奇异漂移和Sobolev扩散系数的SDE的随机同胚流
3. HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY L(E)VY PROCESSES [J] . Qiao Huijie 数学物理学报（英文版） . 2012,第003期

机译：L（E）VY驱动的非Lipschitz SDES的同胚流
4. Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients [C] . Weiyin Fei, Dandan He, Hongjian Liu International Conference on Information Science and Technology Applications . 2013

机译：具有非嘴唇尖端系数的模糊随机微分方程的溶解
5. Modulus of Continuity Method for the Muskat Problem and Fractional Mean Curvature Flow [D] . Cameron, Stephen Philip. 2019

机译：穆斯克特问题与分数曲率曲率流动的连续性模量
6. Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient [O] . Gunther Leobacher, Michaela Szölgyenyi -1

机译：具有不连续漂移和退化扩散系数的多维SDE的Euler-Maruyama方法的收敛性
7. Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients [O] . Ren Jiagang, Zhang Xicheng 2006

机译：具有非Lipschitz系数的SDE的随机同胚流的连续模

Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients

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