Acta mathematica scientia,Series B ›› 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

 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.

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

CLC Number: 

  • 60G10
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