Strong completeness and semi-flows for stochastic differential equations with monotone drift

DOI10.1016/j.jmaa.2016.09.049zbMath1373.60103arXiv1603.06775OpenAlexW2962818177MaRDI QIDQ333890

Susanne Schulze, Michael K. R. Scheutzow

Publication date: 31 October 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.06775

zbMATH Keywords

monotonicitystochastic differential equationstochastic flowstrong completenessstochastic semi-flowstrong \(\delta\)-completeness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Related Items (11)

Euler scheme and measurable flows for stochastic differential equations with non-Lipschitz coefficients ⋮ Random dynamical systems, rough paths and rough flows ⋮ On approximations of the Euler-Peano scheme for multivalued stochastic differential equations ⋮ Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting ⋮ Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients ⋮ 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 ⋮ The perfection of local semi-flows and local random dynamical systems with applications to SDEs

Cites Work

• Rough differential equations with unbounded drift term
• Lack of strong completeness for stochastic flows
• Global flows for stochastic differential equations without global Lipschitz conditions
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• Sharp maximal \(L^{p}\)-estimates for martingales
• A concise course on stochastic partial differential equations
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• A STOCHASTIC GRONWALL LEMMA
• Existence and uniqueness of solutions of stochastic functional differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Strong completeness and semi-flows for stochastic differential equations with monotone drift