Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8904437 | Acta Mathematica Scientia | 2018 | 12 Pages |
Abstract
For a stochastic differential equation with non-Lipschitz coefficients, we construct, by Euler scheme, a measurable flow of the solution, and we prove the solution is a Markov process.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Zhiming WANG,