In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada- Watanabe diffusion c...In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada- Watanabe diffusion coefficients and distributional drift coefficients.展开更多
In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obta...In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obtain a continuous version, we impose the conditions on the local characteristic of semimartingale. In this case, it gives rise to a flow of homeomorphisms if the local characteristic is compactly supported.展开更多
文摘In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada- Watanabe diffusion coefficients and distributional drift coefficients.
基金Project supported by National Basic Research Program of China (973 Program,No.2007CB814901)National Natural Science Foundation of China (No.10826098)+1 种基金Anhui Natural Science Foundation (No.090416225)Anhui Natural Science Foundation of Universities
文摘In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obtain a continuous version, we impose the conditions on the local characteristic of semimartingale. In this case, it gives rise to a flow of homeomorphisms if the local characteristic is compactly supported.