A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds (Q843622)

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A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds
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    A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds (English)
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    15 January 2010
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    Let \(M\) be a finite-dimensional noncompact manifold. Consider on \(M\) a parabolic equation \[ \frac{\partial}{\partial t}\,u=\mathcal{A}u \] with initial conditions \[ u(0,x)=u_0(x), \] where \(\mathcal{A}\) is an autonomous, strictly elliptic operator with \(C^{\infty}\)-coefficients without constant term (i.e., satisfying the property \(\mathcal{A}1=0\)) and \(u_0\) and \(u\) are sufficiently smooth, real-valued, bounded functions. The main result of the paper is that if solutions of the parabolic equation above are of class \(C_0\), then, for global-in-time existence, it is necessary and sufficient that for any \(T>0\) on \([0,T]\times M\), there exists a sufficiently smooth proper function \(v^T\) such that \((\frac{\partial}{\partial t}+\mathcal{A})v^T\) is uniformly bounded.
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    stochastic differential equation
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    parabolic equation
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    manifold
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    stochastic flow
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