DOI: 10.1515/rose-2026-3003 ISSN: 0926-6364

Stochastic homeomorphism flows for SDEs driven by standard Brownian motion and fractional Brownian motion with non-Lipschitz coefficients

Moussa Souar
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Abstract

In this paper, under non-Lipschitz condition, we shall prove the homeomorphic flow property of solution to multidimensional stochastic differential equation (SDE) driven simultaneously by fractional Brownian motion with

H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)}
and standard Brownian motion.

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