14 pagesThe existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall investigate the dependence with respect to the initial values. We shall prove that the non confluence of solutions holds under our general conditions. To obtain a continuous version, the modulus of continuity of coefficients is assumed to be less than $\dis |x-y|\log{1\over|x-y|}$. In this case, it will give rise to a flow of homeomorphisms if the coefficients are compactly supported
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on...
AbstractWe study m-dimensional SDE Xt=x0+∑i=1∞∫0tσi(Xs)dWsi+∫0tb(Xs)ds, where {Wi}i⩾1 is an infinite...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
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...
We study a class of stochastic differential equations with non-Lipschitz coefficients. A unique stro...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
AbstractWe study the ordinary and stochastic differential equations whose coefficients satisfy certa...
AbstractWe prove the bicontinuity and homeomorphic property of solutions of stochastic differential ...
AbstractIn this paper we study the continuity property as well as the homeomorphism property for the...
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on...
AbstractWe study m-dimensional SDE Xt=x0+∑i=1∞∫0tσi(Xs)dWsi+∫0tb(Xs)ds, where {Wi}i⩾1 is an infinite...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
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...
We study a class of stochastic differential equations with non-Lipschitz coefficients. A unique stro...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
AbstractWe study the ordinary and stochastic differential equations whose coefficients satisfy certa...
AbstractWe prove the bicontinuity and homeomorphic property of solutions of stochastic differential ...
AbstractIn this paper we study the continuity property as well as the homeomorphism property for the...
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on...
AbstractWe study m-dimensional SDE Xt=x0+∑i=1∞∫0tσi(Xs)dWsi+∫0tb(Xs)ds, where {Wi}i⩾1 is an infinite...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...