Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
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Cited by:
- Frank Bosserhoff & Mitja Stadje, 2019. "Robustness of Delta Hedging in a Jump-Diffusion Model," Papers 1910.08946, arXiv.org, revised Apr 2022.
- Dejun Luo, 2015. "Quasi-invariance of the Stochastic Flow Associated to Itô’s SDE with Singular Time-Dependent Drift," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1743-1762, December.
- Xu, Jie & Wen, Jiaping & Mu, Jianyong & Liu, Jicheng, 2019. "Stochastic flows of SDEs with non-Lipschitz coefficients and singular time," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 118-127.
- Jinxia Wang, 2015. "Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients," Journal of Mathematics, Hindawi, vol. 2015, pages 1-5, May.
- Luo, Dejun, 2008. "Isotropic stochastic flow of homeomorphisms on associated with the critical Sobolev exponent," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1463-1488, August.
- Qiao, Huijie & Zhang, Xicheng, 2008. "Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps," Stochastic Processes and their Applications, Elsevier, vol. 118(12), pages 2254-2268, December.
- Zhang, Xicheng, 2010. "Stochastic flows and Bismut formulas for stochastic Hamiltonian systems," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 1929-1949, September.
- Qiao, Huijie & Zhang, Xicheng, 2007. "Homeomorphism of solutions to backward SDEs and applications," Stochastic Processes and their Applications, Elsevier, vol. 117(3), pages 399-408, March.
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Keywords
Homeomorphism flow SDE Non-Lipschitz Zvonkin's transformation;Statistics
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