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	Kunita-type stochastic flows of homeomorphisms in euclidean space
	Liang, Zongxia
	2010-05-06 ; 2010-05-06
关键词	stochastic flow homotopy and homeomorphism non-Lipschitz Kolmogorov's modification theorem Gronwall-Belmman Lemma DIFFERENTIAL-EQUATIONS DRIVEN DIFFEOMORPHISM GROUP BROWNIAN MOTIONS CIRCLE COEFFICIENTS SDES Mathematics, Applied Physics, Mathematical Statistics & Probability
中文摘要	In this paper we prove Kunita-type stochastic differential equation (SDE) X( x; s; t) = x + integral(t)(s) F(X( x; s; r); dr), t > s, driven by a spatial continuous semimartingale F(x, t) = (F-1(x, t),...,F-m(x, t)), x is an element of R-m, with local characteristic (a,b), in the sense of Kunita (Chap. 3 of Ref. 10), can produce a stochastic R-m of homeomorphisms of < m into itself almost surely under the (a, b) satisfies non- Lipschitz conditions. This result bases on recent works(12) by the author.
语种	英语 ; 英语
出版者	WORLD SCIENTIFIC PUBL CO PTE LTD ; SINGAPORE ; 5 TOH TUCK LINK, SINGAPORE 596224, SINGAPORE
内容类型	期刊论文
源URL	[http://hdl.handle.net/123456789/14146]
专题	清华大学
推荐引用方式 GB/T 7714	Liang, Zongxia. Kunita-type stochastic flows of homeomorphisms in euclidean space[J],2010, 2010.
APA	Liang, Zongxia.(2010).Kunita-type stochastic flows of homeomorphisms in euclidean space..
MLA	Liang, Zongxia."Kunita-type stochastic flows of homeomorphisms in euclidean space".(2010).

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