Stochastic differential equations on noncompact manifolds: Moment stability and its topological consequences
DOI10.1007/BF01268987zbMath0815.60049arXiv1911.07900OpenAlexW2067551839MaRDI QIDQ1343613
Publication date: 30 June 1995
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.07900
Riemannian manifoldRicci curvaturestochastic dynamical systemsrecurrence propertyBrownian system with driftexplosion time of the solution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21)
Related Items (11)
Cites Work
- Generalized Bochner theorems and the spectrum of complete manifolds
- Finite propagation speed, kernel estimates for functions of the Laplace operator, and the geometry of complete Riemannian manifolds
- Homotopy and homology vanishing theorems and the stability of stochastic flows
- Stochastic flows of diffeomorphisms on an open set in rn
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