HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LEVY PROCESSES

作者：Qiao Huijie^*

来源：Acta Mathematica Scientia, 2012, 32(3): 1115-1125.

• Homeomorphism flows
• non-Lipschitz condition
• SDEs driven by Levy processes
• Ito-Ventzell formula for processes with jumps

In this article, homeomorphism flows for non-Lipschitz stochastic differential equations driven by Levy processes are studied.

• 出版日期2012-5
• 单位东南大学