Non-explosion by Stratonovich noise for ODEs

DOI10.1214/20-ECP347MaRDI QIDQ2201547zbMATH OpenFDO

Authors Mario Maurelli

Publication date 29 September 2020

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.11598, https://projecteuclid.org/euclid.ecp/1600826536

zbMATH Keywords

stochastic differential equationsgeometric ergodicitynon-explosion by noise

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension $dge2$. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.

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Cited in

(3)

• No blow-up by nonlinear Itô noise for the Euler equations
• Weak uniqueness by noise for singular stochastic PDEs
• Transience and non-explosion of certain stochastic Newtonian systems

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