HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LVY PROCESSES  

作　　者：乔会杰 

机构地区：[1]Department of Mathematics,Southeast University

出　　处：《Acta Mathematica Scientia》2012年第3期1115-1125,共11页数学物理学报（B辑英文版）

基　　金：supported by NSF (11001051) of China

摘　　要：In this article, homeomorphism flows for non-Lipschitz stochastic differential equations driven by Levy processes are studied.In this article, homeomorphism flows for non-Lipschitz stochastic differential equations driven by Levy processes are studied.

关 键 词：Homeomorphism flows non-Lipschitz condition SDEs driven by Levy processes Ito-Ventzell formula for processes with jumps 

分 类 号：O211.63[理学—概率论与数理统计]