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Completeness and semiflows for stochastic differential equations with monotone drift

Presenter
October 24, 2012
Keywords:
  • Stochastic functional-differential equations
MSC:
  • 34K50
Abstract
We consider stochastic differential equations on a Euclidean space driven by a Kunita-type semimartingale field satisfying a one-sided local Lipschitz condition. We address questions of local and global existence and uniqueness of solutions as well as existence of a local or global semiflow. Further, we will provide sufficient conditions for strong $p$-completeness, i.e. almost sure non-explosion for subsets of dimension $p$ under the local solution semiflow.