Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
By Xicheng Zhang. 2005
51 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/37e6fccfd078d5891636ff03e3e111512cacf45c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Enrico Priola
- Franco Flandoli
- Massimiliano Gubinelli
- Xicheng Zhang
- Feng-Yu Wang
- Michael Röckner
- Longjie Xie
- Lucio Galeati
In Finance
- Xicheng Zhang
- Franco Flandoli
- Massimiliano Gubinelli
- Enrico Priola
- Feng-Yu Wang
- Longjie Xie
- Michael Röckner
- Lucio Galeati
In Mathematical Physics
- Massimiliano Gubinelli
- Enrico Priola
- Franco Flandoli
- Xicheng Zhang
- Feng-Yu Wang
- Martin Hairer
- Samy Tindel
- Khoa Le
Citations in the corpus
- Flow of diffeomorphisms for SDEs with unbounded H (2009, methodology): “Strong completeness for non-locally Lipschitz coefficients can be established replacing the global Lipschitz condition on the coefficients with global log-Lipschitz type conditions (see [27,31,9,8]).”
- Stochastic flows of SDEs with irregular coefficients and stochastic transport equations (2009, background): “Recently, there are increasing interests for studying the stochastic homeomorphism flow property associated with SDE (1.1) under variousnon-Lipschitz assumptions onb andσ (cf. [21, 1, 20, 25, 8, 9, 10, 11, 28], etc.).”
- Freidlin–Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs (2005, unknown): “The present work is motivated by the fundamental paper of Airault, Malliavin and Thalmaier [1] which in particular constructs the Brownian motion on the diffeomorphism group of the disc, and the recent work of one of the authors [9] in which stochastic flows of stochastic differential equations with”
- Well-posedness of the transport equation by stochastic perturbation (2008, background): “For papers that tackle existence of global flows of homeomorphisms for SDEs without global Lipschitz coefficients see [37, 11] and the references therein.”