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Let Xt(x) be the solution of stochastic dierential equations with smooth and bounded derivatives coeffcients. Let Xnt(x) be the Euler discretization scheme of SDEs with step 2-n. In this note, we prove that for any R 0 and γ∈(0, 1/2), supt∈[0,1],|x|≤R |Xnt(x, ω)- Xt(x, ω)|≤ξR,γ(ω)2-nγ, n≥1, q.e., where ξR,γ(ω) is quasi-everywhere finite. 相似文献
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In this note, we give a short proof for the DiPerna-Lions flows associated to ODEs following the method of Crippa and De Lellis [3]. More precisely, assume that [divb] ∈ Ll∞oc(Rd), |b|/(1 + |x| log |x|) ∈ L∞(Rd) and | b| φ(| b|) ∈ Ll1oc(Rd), where φ(r) = log log(r + c), c > 0. Then, there exists a unique regular Lagrangian flow associated with the ODE X˙(t, x) = b(X(t, x)), X(0, x) = x. 相似文献
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