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ArticleStochastic flows for SDEs with non-Lipschitz coefficients

Jiagang Ren2003

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Articlebronze2003

Stochastic flows for SDEs with non-Lipschitz coefficients

Jiagang Ren · Xicheng Zhang

34 citations·0/0 files stored·Bulletin des Sciences Mathématiques

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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1999Continuous Martingales and Brownian Motion 1991Continuous Martingales and Brownian Motion 1977A comparison theorem for solutions of stochastic differential equations and its applications 1981On the strong comparison theorems for solutions of stochastic differential equations 2003On a type of stochastic differential equations driven by countably many Brownian motions

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Details

Year2003

Typearticle

Published2003-09-12

VenueBulletin des Sciences Mathématiques

ISSN-L0007-4497

Languagefr

Citations34

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0007-4497(03)00062-9

openalex_workW1986641565

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