Global flows for stochastic differential equations without global Lipschitz conditions
نویسندگان
چکیده
منابع مشابه
Global Flows for Stochastic Differential Equations without Global Lipschitz Conditions
logR. We regularize the stochastic differential equations by associating with them approximating ordinary differential equations obtained by discretization of the increments of the Wiener process on small intervals. By showing that the flow associated with a regularized equation converges uniformly to the solution of the stochastic differential equation, we simultaneously establish the existenc...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2007
ISSN: 0091-1798
DOI: 10.1214/009117906000000412