Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
DOI10.1007/BF01268991zbMath0815.60050arXiv1911.07345MaRDI QIDQ1343617
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
Levi-Civita connectionstochastic differential systemcomplete Riemannian manifoldexplosion timestrongly completecriterion for strong \(p\)-completeness
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items (30)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Function theory on manifolds which possess a pole
- The radial part of Brownian motion. II: Its life and times on the cut locus
- Formulae for the derivatives of heat semigroups
- Stochastic differential equations on noncompact manifolds: Moment stability and its topological consequences
- Flows of stochastic dynamical systems: The functional analytic approach
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- Wiener processes on manifolds of maps
- Stochastic flows and the C0-diffusion property
- Stochastic flows of diffeomorphisms on an open set in rn
- Elementary Differential Topology. (AM-54)
This page was built for publication: Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds