Global flows for stochastic differential equations without global Lipschitz conditions (Q879253): Difference between revisions

Under less restrictive hypotheses than the well-known ones using global Lipschitz conditions, it is proved that a global flow of homeomorphisms is defined by the Stratonovich stochastic differential equation \[ dx_t=\sum^N_{i=1} A_i(x_t)\circ dw^i_t+A_0(x_t)dt,\quad x_0=x \] where \(w_t\) is an \(N\)-dimensional standard Brownian motion.