Flows of homeomorphisms of stochastic differential equations with measurable drift
Flows of homeomorphisms of stochastic differential equations with measurable drift
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DOI：
10.1080/17442509908834203
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发表时间：
1999-07
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影响因子：
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通讯作者：
K. Bahlali
中科院分区：
文献类型：
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作者：
K. Bahlali
研究了具有非退化扩散系数的伊藤随机微分方程和半鞅驱动的随机微分方程。在较弱的系数条件下，研究了解的多维路径唯一性、非接触性及一维同胚性。我们将证明，这些性质适用于具有非局部Lipschitz扩散矩阵和仅有可测漂移的方程
Both Ito's stochastic differential equations, as well as equations driven by semimartingales, with non degenerate diffusion coefficient, are considered. Multidimensional pathwise uniqueness and non-contact property, as well as one dimensional homeomorphic property, of solutions, are studied under weak conditions on the coefficients. It will be shown that these properties hold for equations with non-locally Lipschitz diffusion matrix and only measurable drift