Non-explosion by Stratonovich noise for ODEs

DOI10.1214/20-ECP347zbMath1455.60076arXiv2001.11598MaRDI QIDQ2201547

Mario Maurelli

Publication date: 29 September 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.11598

zbMATH Keywords

stochastic differential equationsgeometric ergodicitynon-explosion by noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25)

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