STRONG P-COMPLETENESS OF STOCHASTIC DIFFERENTIAL-EQUATIONS AND THE EXISTENCE OF SMOOTH FLOWS ON NONCOMPACT MANIFOLDS
成果类型：
Article
署名作者：
LI, XM
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01268991
发表日期：
1994
页码：
485-511
关键词：
摘要：
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.