STRONG P-COMPLETENESS OF STOCHASTIC DIFFERENTIAL-EQUATIONS AND THE EXISTENCE OF SMOOTH FLOWS ON NONCOMPACT MANIFOLDS

被引：42

作者：

LI, XM

机构：

[1] Mathematics Institute, University of Warwick, Coventry

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1994年 / 100卷 / 04期

关键词：

Mathematies Subject Classification (1991): 60H10; 58G32; 60H30;

D O I：

10.1007/BF01268991

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Here we discuss the regularity of solutions of SDE's and obtain conditions under which a SDE on a complete Riemannian manifold M has a global smooth solution flow, in particular improving the usual global Lipschitz hypothesis when M = R(n). There are also results on non-explosion of diffusions.

引用

页码：485 / 511

页数：27