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Transience and non-explosion of certain stochastic Newtonian systems
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Kolokoltsov, V. N. (Vasiliĭ Nikitich), Schilling, René L. and Tyukov, Alexei E. (2002) Transience and non-explosion of certain stochastic Newtonian systems. Electronic Journal of Probability, Vol.7 (No.19). ISSN 1083-6489.
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Abstract
We give sufficient conditions for non-explosion 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 d-dimensional Lévy process, dξt is an Itô differential and c ∈ C2(Rd,Rd),
V ∈ C2(Rd,R) such that V >= 0.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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: | 1083-6489 | ||||
Official Date: | 2002 | ||||
Dates: |
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Volume: | Vol.7 | ||||
Number: | No.19 | ||||
Number of Pages: | 19 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 16 June 2016 | ||||
Date of first compliant Open Access: | 16 June 2016 | ||||
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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