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 obtain a ...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.
