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RELATIONS BETWEEN SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALE WITH NON-LIPSCHITZ COEFFICIENTS |
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| Authors: | Weiyin Fei School of Math Physics Anhui University of Technology Science Wuhu Anhui |
| Institution: | Weiyin Fei School of Math. , Physics,Anhui University of Technology , Science,Wuhu 241000,Anhui |
| Abstract: | In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obtain a continuous version, we impose the conditions on the local characteristic of semimartingale. In this case, it gives rise to a flow of homeomorphisms if the local characteristic is compactly supported. |
| Keywords: | stochastic differential equations dependence of initial values local characteristic of semimartingale continuous version flow of homeomorphisms |
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