Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
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Publication:1726929
DOI10.1016/j.spl.2019.01.026zbMath1418.60066OpenAlexW2914491991WikidataQ128531473 ScholiaQ128531473MaRDI QIDQ1726929
Jianyong Mu, Jie Xu, Jiaping Wen, Jicheng Liu
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.01.026
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)
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