Global flows for stochastic differential equations without global Lipschitz conditions

DOI10.1214/009117906000000412zbMath1128.60046arXivmath/0703791OpenAlexW2103038899MaRDI QIDQ879253

Shizan Fang, Peter Imkeller, Tu-Sheng Zhang

Publication date: 8 May 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703791

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Ordinary differential equations and systems with randomness (34F05) Dynamics induced by flows and semiflows (37C10) Generation, random and stochastic difference and differential equations (37H10)

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Cites Work

• Mécanique aléatoire
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• On the spatial asymptotic behavior of stochastic flows in Euclidean space
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Flows of stochastic dynamical systems: The functional analytic approach
• On the strong comparison theorems for solutions of stochastic differential equations
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