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Stochastic flows of SDEs with non-Lipschitz coefficients and singular time.
- Source :
-
Statistics & Probability Letters . May2019, Vol. 148, p118-127. 10p. - Publication Year :
- 2019
-
Abstract
- Abstract In this paper we prove the stochastic homeomorphism flows for stochastic differential equations (SDEs) with non-Lipschitz coefficients and singular time. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 148
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 134636645
- Full Text :
- https://doi.org/10.1016/j.spl.2019.01.026