Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes
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Publication:1954313
DOI10.1016/S0252-9602(12)60084-8zbMath1274.60187MaRDI QIDQ1954313
Publication date: 20 June 2013
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Lévy processesstochastic differential equationsnon-Lipschitz conditionhomeomorphism flowsItō-Ventzell formula for processes with jumps
Processes with independent increments; Lévy processes (60G51) 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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