Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11464-010-0083-8.pdf
Reference18 articles.
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3. Fang S, Imkeller P, Zhang T. Global flows for stochastic differential equations without global Lipschitz conditions. Ann of Probab, 2007, 35: 180–205
4. Fang S, Luo D. Flow of homeomorphisms and stochastic transport equations. Stoch Anal Appl, 2007, 25: 1079–1108
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