On the Completeness of Stochastic Flows Generated by Equations with Current Velocities

DOI10.1137/S0040585X97T989350zbMath1478.60177OpenAlexW2942844176MaRDI QIDQ5380527

T. A. Shchichko, Yuri E. Gliklikh

Publication date: 5 June 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989350

zbMATH Keywords

completenessstochastic flowsmean derivativescontinuity at infinitycurrent velocities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Transition functions, generators and resolvents (60J35)

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Cites Work

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• On the solvability of nonautonomous stochastic differential equations with current velocities
• Global and stochastic analysis with applications to mathematical physics
• Time reversal of diffusions
• Processus de Markov et desintégrations régulières
• Necessary and sufficient conditions for global-in-time existence of solutions of ordinary, stochastic, and parabolic differential equations
• Stochastic embedding of dynamical systems

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