Relations between L^1-completeness and continuity at infinity of stochastic flows and some applications

DOI10.1080/00036810903517621zbMATH Open1190.58027OpenAlexW2037216839MaRDI QIDQ3553775FDOQ3553775

Authors Yuri E. Gliklikh

Publication date 21 April 2010

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00036810903517621

zbMATH Keywords

completenessstochastic flowfinite-dimensional manifoldproper function\(L^1\)-completenesscontinuity in probability at infinityforward and backward infinitesimal generators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Recommendations

• On the notion of \(L^{ 1}\)-completeness of a stochastic flow on a manifold
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• Strong completeness and semi-flows for stochastic differential equations with monotone drift
• Necessary and sufficient condition of the completeness for one class of stochastic flows on manifolds
• Lack of strong completeness for stochastic flows

Cites work

• Conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations
• On the notion of \(L^{ 1}\)-completeness of a stochastic flow on a manifold
• Processus de Markov et desintégrations régulières

Cited in

(5)

• On the notion of \(L^{ 1}\)-completeness of a stochastic flow on a manifold
• Necessary and sufficient condition of the completeness for one class of stochastic flows on manifolds
• Lack of strong completeness for stochastic flows
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• Strong completeness and semi-flows for stochastic differential equations with monotone drift

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