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Transience and nonexplosion of certain stochastic Newtonian systems
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Kolokoltsov, V. N. (Vasiliĭ Nikitich), Schilling, René L. and Tyukov, Alexei E.. (2002) Transience and nonexplosion of certain stochastic Newtonian systems. Electronic Journal of Probability, Vol.7 (No.19). ISSN 10836489

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Abstract
We give sufficient conditions for nonexplosion and transience of the solution (xt,pt) (in dimensions >= 3) to a stochastic Newtonian system of the form { dxdt = ptdt dpt = δV(xt)/δx dt  δc(xt)/δx dξt where {ξt}t>=0 is a ddimensional Lévy process, dξt is an Itô differential and c ∈ C2(Rd,Rd), V ∈ C2(Rd,R) such that V >= 0.
Item Type:  Journal Article 

Subjects:  Q Science > QA Mathematics 
Divisions:  Faculty of Science > Statistics 
Library of Congress Subject Headings (LCSH):  Mechanics, Stochastic processes 
Journal or Publication Title:  Electronic Journal of Probability 
Publisher:  Institute of Mathematical Statistics 
ISSN:  10836489 
Date:  2002 
Volume:  Vol.7 
Number:  No.19 
Number of Pages:  19 
Status:  Peer Reviewed 
Publication Status:  Published 
Access rights to Published version:  Open Access 
Funder:  Nottingham Trent University (NTU), Nuffield Foundation (NF), Engineering and Physical Sciences Research Council (EPSRC) 
Grant number:  RF175 (NTU), NAL/00056/G (NF), GR/R200892/01 (EPSRC) 
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URI:  http://wrap.warwick.ac.uk/id/eprint/39394 
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