Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds

From MaRDI portal
Publication:1343617

DOI10.1007/BF01268991zbMath0815.60050arXiv1911.07345MaRDI QIDQ1343617

Xue-Mei Li

Publication date: 30 June 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.07345




Related Items (30)

Diffusion semigroup on manifolds with time-dependent metricsDeterministic and stochastic Duffing-van der Pol oscillators are non-explosiveStrong completeness and semi-flows for stochastic differential equations with monotone driftLimits of random differential equations on manifoldsHomotopy and homology vanishing theorems and the stability of stochastic flowsOn conservation of probability and the Feller propertyGlobal flows for stochastic differential equations without global Lipschitz conditionsTraces of semigroups associated with interacting particle systemsOn a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficientsStrict local martingales: examplesLogarithmic heat kernel estimates without curvature restrictionsExponential integrability properties of numerical approximation processes for nonlinear stochastic differential equationsHeat semi-group and generalized flows on complete Riemannian manifoldsQuasi-Invariant Flow Generated by Stratonovich SDE with BV Drift CoefficientRandom Witten Laplacians: Traces of semigroups, \(L^{2}\)-Betti numbers and indexOn the differentiation of heat semigroups and poisson integralsA probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metricFlow of Homeomorphisms and Stochastic Transport EquationsHeat equation derivative formulas for vector bundlesFlow of diffeomorphisms for SDEs with unbounded Hölder continuous driftStochastic differential equations with coefficients in Sobolev spacesLack of strong completeness for stochastic flowsOn the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial valuesA stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbationsFlows of homeomorphisms of stochastic differential equations with measurable driftIntertwining relations for diffusions in manifolds and applications to functional inequalitiesAveraging dynamics driven by fractional Brownian motionThe stochastic Burgers equation with vorticity: Semiclassical asymptotic series solutions with applicationsCounterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivativesLiouville theorems for symmetric diffusion operators on complete Riemannian manifolds



Cites Work


This page was built for publication: Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds