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Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps |
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| Authors: | Huijie Qiao Xicheng Zhang |
| Affiliation: | 1. Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China;2. School of Mathematics and Statistics, The University of New South Wales, Sydney, 2052, Australia |
| Abstract: | In 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. |
| Keywords: | 60H10 60J75 34A12 |
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