RELATIONS BETWEEN SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALE WITH NON-LIPSCHITZ COEFFICIENTS  

作　　者：Weiyin Fei School of Math. and Physics, Anhui University of Technology and Science,Wuhu 241000, Anhui 

出　　处：《Annals of Differential Equations》2010年第1期16-23,共8页微分方程年刊（英文版）

基　　金：Project supported by National Basic Research Program of China (973 Program,No.2007CB814901);National Natural Science Foundation of China (No.10826098);Anhui Natural Science Foundation (No.090416225);Anhui Natural Science Foundation of Universities

摘　　要：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.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.

关 键 词：stochastic differential equations dependence of initial values local characteristic of semimartingale continuous version flow of homeomorphisms 

分 类 号：O211.63[理学—概率论与数理统计]