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Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
Authors:Zongxia Liang
Institution:Department of Mathematical Sciences, Tsinghua University, Beijing 100084, People's Republic of China
Abstract:We study m-dimensional SDE View the MathML source, 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 View the MathML source, ?∈0,1) with ?(−1)=1, and the coefficients are compactly supported.
Keywords:primary  60H10  60G17  secondary  55P10
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