AbstractIn this paper we study the continuity property as well as the homeomorphism property for the solutions of multidimensional stochastic differential equations with jumps and non-Lipschitz coefficients with respect to the initial values
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
AbstractIn this paper we study the continuity property as well as the homeomorphism property for the...
AbstractWe prove the bicontinuity and homeomorphic property of solutions of stochastic differential ...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
AbstractLet Xt(x) solve the following Itô-type SDE (denoted by EQ.(σ,b,x)) in RddXt=σ(Xt)⋅dWt+b(Xt)d...
AbstractWe study the ordinary and stochastic differential equations whose coefficients satisfy certa...
We study a class of stochastic differential equations with non-Lipschitz coefficients. A unique stro...
AbstractWe study m-dimensional SDE Xt=x0+∑i=1∞∫0tσi(Xs)dWsi+∫0tb(Xs)ds, where {Wi}i⩾1 is an infinite...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
Existence and uniqueness is established for solutions to backward stochastic differential equations ...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
AbstractIn this paper we study the continuity property as well as the homeomorphism property for the...
AbstractWe prove the bicontinuity and homeomorphic property of solutions of stochastic differential ...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
AbstractLet Xt(x) solve the following Itô-type SDE (denoted by EQ.(σ,b,x)) in RddXt=σ(Xt)⋅dWt+b(Xt)d...
AbstractWe study the ordinary and stochastic differential equations whose coefficients satisfy certa...
We study a class of stochastic differential equations with non-Lipschitz coefficients. A unique stro...
AbstractWe study m-dimensional SDE Xt=x0+∑i=1∞∫0tσi(Xs)dWsi+∫0tb(Xs)ds, where {Wi}i⩾1 is an infinite...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
Existence and uniqueness is established for solutions to backward stochastic differential equations ...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
We prove the existence of a stochastic flow of Hölder homeomorphisms for solutions of SDEs with sing...
DOI
Add to ORKG