Strong completeness for a class of stochastic differential equations with irregular coefficients

DOI10.1214/EJP.v19-3293zbMath1307.60074arXiv1402.5079OpenAlexW2153012548MaRDI QIDQ2514283

Xue-Mei Li, Xin Chen

Publication date: 3 February 2015

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

Full work available at URL: https://arxiv.org/abs/1402.5079

zbMATH Keywords

stochastic differential equationapproximationstrong completenessdifferential formuladerivative flow equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Singular Brownian diffusion processes ⋮ On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values ⋮ A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations ⋮ Counterexamples 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 derivatives

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