The Library
STRONG P-COMPLETENESS OF STOCHASTIC DIFFERENTIAL-EQUATIONS AND THE EXISTENCE OF SMOOTH FLOWS ON NONCOMPACT MANIFOLDS
Tools
UNSPECIFIED (1994) STRONG P-COMPLETENESS OF STOCHASTIC DIFFERENTIAL-EQUATIONS AND THE EXISTENCE OF SMOOTH FLOWS ON NONCOMPACT MANIFOLDS. PROBABILITY THEORY AND RELATED FIELDS, 100 (4). pp. 485-511. ISSN 0178-8051.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Abstract
Here we discuss the regularity of solutions of SDE's and obtain conditions under which a SDE on a complete Riemannian manifold M has a global smooth solution flow, in particular improving the usual global Lipschitz hypothesis when M = R(n). There are also results on non-explosion of diffusions.
Item Type: | Journal Article | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | PROBABILITY THEORY AND RELATED FIELDS | ||||
Publisher: | SPRINGER VERLAG | ||||
ISSN: | 0178-8051 | ||||
Official Date: | December 1994 | ||||
Dates: |
|
||||
Volume: | 100 | ||||
Number: | 4 | ||||
Number of Pages: | 27 | ||||
Page Range: | pp. 485-511 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |