Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
type: Item
instance of: scholarly article
title: Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
zbMATH Open document ID: 1418.60066
author: Jie Xu
author: Jiaping Wen
author: Jianyong Mu
author: Jicheng Liu
published in: Statistics \& Probability Letters
publication date: 2019-02-20T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34A12
zbMATH DE Number: 7026337
zbMATH Keywords: stochastic homeomorphism flows
zbMATH Keywords: SDEs
zbMATH Keywords: non-Lipschitz
zbMATH Keywords: singular time
zbMATH Keywords: Zvonkin's transformation
MaRDI profile type: Publication
full work available at URL: j.spl.2019.01.026
OpenAlex ID: W2914491991
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cites work: Q4226355
cites work: On the strong comparison theorems for solutions of stochastic differential equations
cites work: Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
cites work: Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
cites work: Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
cites work: Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
cites work: A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
Wikidata QID: Q128531473
DOI: 10.1016/J.SPL.2019.01.026
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description: scientific article; zbMATH DE number 7026337