Lack of strong completeness for stochastic flows

DOI10.1214/10-AOP585zbMath1235.60066arXiv0908.1839OpenAlexW2093883713MaRDI QIDQ717883

Xue-Mei Li, Michael K. R. Scheutzow

Publication date: 10 October 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1839

zbMATH Keywords

homogenizationstochastic flowstrongly complete

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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Cites Work

• Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
• 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
• The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.
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