Article ID Journal Published Year Pages File Type
1156263 Stochastic Processes and their Applications 2008 15 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Preview
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
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