【摘 要】
：
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations,where the noise coeffcicie
【机 构】
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Beijing Normal University,CHINA
【出 处】
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The 11th Workshop on Markov Processes and Related topics(第十一
论文部分内容阅读
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations,where the noise coeffcicient might be non-Lipschitz,and the drift is locally Dini continuous in the component with noise(i.e.the second component)and locally H(o)lder-Dini continuous of order 2/3 in the first component.Moreover,the weak uniqueness is proved under weaker conditions on the noise coefficient.Furthermore,if the noise coefficient is C1+θ for some θ > 0 and the drift is H(o)lder continuous of order α∈(2/3,1)in the first component and order β∈(0,1)in the second,the solution forms a C1-stochastic diffeormorphism ow.To prove these results,we present some new characterizations of H(o)lder-Dini space by using the heat semigroup and slowly varying functions.
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