数学物理学报(英文版) ›› 2012, Vol. 32 ›› Issue (3): 1115-1125.doi: 10.1016/S0252-9602(12)60084-8

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HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LÉVY PROCESSES

乔会杰   

  1. Department of Mathematics, Southeast University, Nanjing 211189, China
  • 收稿日期:2010-09-11 出版日期:2012-05-20 发布日期:2012-05-20
  • 基金资助:

    This work is supported by NSF (11001051) of China.

HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LÉVY PROCESSES

 QiAO Hui-Jie   

  1. Department of Mathematics, Southeast University, Nanjing 211189, China
  • Received:2010-09-11 Online:2012-05-20 Published:2012-05-20
  • Supported by:

    This work is supported by NSF (11001051) of China.

摘要:

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

关键词: Homeomorphism flows, non-Lipschitz condition, SDEs driven by Lévy pro-cesses, Itˆo-Ventzell formula for processes with jumps

Abstract:

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

Key words: Homeomorphism flows, non-Lipschitz condition, SDEs driven by Lévy pro-cesses, Itˆo-Ventzell formula for processes with jumps

中图分类号: 

  • 60G10