Stochastic functional differential equations on manifolds

• 成果类型: Article
• 署名作者: Léandre, R; Mohammed, SEA
• 署名单位: Universite de Lorraine; Southern Illinois University System; Southern Illinois University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/PL00008795
• 发表日期: 2001
• 页码: 117-135
• 关键词: lyapunov exponents

摘要

In this paper, we study stochastic functional differential equations (sfde's) whose solutions are constrained to live on a smooth compact Riemannian manifold. We prove the existence and uniqueness of solutions to such sfde's. We consider examples of geometrical sfde's and establish the smooth dependence of the solution on finite-dimensional parameters.