Relations betweenL1-completeness and continuity at infinity of stochastic flows and some applications

DOI10.1080/00036810903517621zbMath1190.58027OpenAlexW2037216839MaRDI QIDQ3553775

Yuri E. Gliklikh

Publication date: 21 April 2010

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036810903517621

zbMATH Keywords

completenessstochastic flowfinite-dimensional manifoldproper function\(L^1\)-completenesscontinuity in probability at infinityforward and backward infinitesimal generators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Processus de Markov et desintégrations régulières
• Conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations
• On the notion of \(L^{ 1}\)-completeness of a stochastic flow on a manifold

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