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

• 来源期刊: 微分方程年刊：英文版
• 学科: 数学
• 年，卷（期）: 2010,（1）
• 页码范围: 16-23
• 页数: 8页
• 分类号: O211

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.