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Strong p-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
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  • Published: December 1994

Strong p-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds

  • Xue-Mei Li1 

Probability Theory and Related Fields volume 100, pages 485–511 (1994)Cite this article

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Summary

Here we discuss the regularity of solutions of SDE's and obtain conditions under which a SDE on a complete Riemannian manifoldM has a global smooth solution flow, in particular improving the usual global Lipschitz hypothesis whenM=R n. There are also results on non-explosion of diffusions.

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Author information

Authors and Affiliations

  1. Mathematics Institute, University of Warwick, CV4 7AL, Coventry, UK

    Xue-Mei Li

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  1. Xue-Mei Li
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Additional information

Research supported by SERC grant GR/H67263

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Li, XM. Strong p-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds. Probab. Th. Rel. Fields 100, 485–511 (1994). https://doi.org/10.1007/BF01268991

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  • Received: 24 May 1993

  • Revised: 23 May 1994

  • Issue Date: December 1994

  • DOI: https://doi.org/10.1007/BF01268991

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Mathematies Subject Classification (1991)

  • 60H10
  • 58G32
  • 60H30
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