Certain invariant sets of stochastic flows generated by stochastic differential equations

DOI10.1215/KJM/1250519491zbMath0768.60054OpenAlexW1504518380MaRDI QIDQ1210067

Takao Masuda

Publication date: 16 May 1993

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519491

zbMATH Keywords

stochastic differential equationinvariant manifoldstochastic flowexplosion time

Mathematics Subject Classification ID

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

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