Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients |
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Authors: | Zongxia Liang |
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Institution: | Department of Mathematical Sciences, Tsinghua University, Beijing 100084, People's Republic of China |
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Abstract: | We study m-dimensional SDE , where {Wi}i?1 is an infinite sequence of independent standard d-dimensional Brownian motions. The existence and pathwise uniqueness of strong solutions to the SDE was established recently in Z. Liang, Stochastic differential equations driven by countably many Brownian motions with non-Lipschitzian coefficients, Preprint, 2004]. We will show that the unique strong solution produces a stochastic flow of homeomorphisms if the modulus of continuity of coefficients is less than , ?∈0,1) with ?(−1)=1, and the coefficients are compactly supported. |
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Keywords: | primary 60H10 60G17 secondary 55P10 |
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