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Fundamentalnaya i Prikladnaya Matematika, 2007, Volume 13, Issue 8, Pages 69–76
(Mi fpm1101)
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A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds
Yu. E. Gliklikh Voronezh State University
Abstract:
A necessary and sufficient condition of one-sided type for the completeness of a stochastic flow and the corresponding diffusion semigroup on a manifold $M$ is found under the assumption that the space $C_0(M)$ of functions is invariant.
Citation:
Yu. E. Gliklikh, “A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds”, Fundam. Prikl. Mat., 13:8 (2007), 69–76; J. Math. Sci., 159:6 (2009), 794–798
Linking options:
https://www.mathnet.ru/eng/fpm1101 https://www.mathnet.ru/eng/fpm/v13/i8/p69
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Statistics & downloads: |
Abstract page: | 285 | Full-text PDF : | 346 | References: | 28 |
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