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Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients

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References

1971On the uniqueness of solutions of stochastic differential equations848 cited
1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
1977A comparison theorem for solutions of stochastic differential equations and its applications304 cited
1971On the uniqueness of solutions of stochastic differential equations II119 cited
1981On the strong comparison theorems for solutions of stochastic differential equations64 cited

Cited by

2007Flow of Homeomorphisms and Stochastic Transport Equations30 cited
2010Stochastic differential equations with coefficients in Sobolev spaces30 cited
2005Euler–Maruyama approximations for SDEs with non-Lipschitz coefficients and applications24 cited

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