A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry
Résumé
In this paper, we establish a result for existence and uniqueness of stochastic differential equa- tions on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical-only hypothesis on the manifold, so-called manifolds of bounded geometry, this hypothesis is consistent with the maximal regularity result for parabolic equations obtained by Herbert Amann. Furthermore, we provide a stochastic flow estimate for the solutions.
Domaines
Probabilités [math.PR]
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Practical_Existence_Result_Sto_Diff_Eq__Riemannian_Manifold.pdf (372.85 Ko)
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