A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds

DOI10.1007/s10958-009-9471-6zbMath1183.58022MaRDI QIDQ843622

Yuri E. Gliklikh

Publication date: 15 January 2010

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9471-6

zbMATH Keywords

manifold; stochastic differential equation; parabolic equation; stochastic flow

Mathematics Subject Classification ID

34A12: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations

58J65: Diffusion processes and stochastic analysis on manifolds

35K15: Initial value problems for second-order parabolic equations

58J35: Heat and other parabolic equation methods for PDEs on manifolds

Cites Work

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• Behavior of diffusion semi-groups at infinity