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Strong completeness for a class of stochastic differential equations with irregular coefficients

   
@article{EJP3293,
	author = {Xin Chen and Xue-Mei Li},
	title = {Strong completeness for a class of stochastic differential equations with irregular coefficients},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {strong completeness, stochastic differential equation, derivative flow equation, approximation, differential formula},
	abstract = {We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded.Moreover, for each $p>0$ there is a positive number $T(p)$ such that for all $t<T(p)$,the solution flow $F_t(\cdot)$ belongs to the Sobolev space $W_{loc}^{1,p}$.  The main tool for this is the approximation of the associated derivative flow equations. As an application a differential formula  is  also obtained.},
	pages = {no. 90, 1-34},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-3293},    
        url = {http://ejp.ejpecp.org/article/view/3293}}