Non-explosion by Stratonovich noise for ODEs
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Publication:2201547
DOI10.1214/20-ECP347zbMATH Open1455.60076arXiv2001.11598MaRDI QIDQ2201547FDOQ2201547
Authors: Mario Maurelli 
Publication date: 29 September 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Abstract: We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension . We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.
Full work available at URL: https://arxiv.org/abs/2001.11598
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