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Completeness and semiflows for stochastic differential equations with monotone drift

Scheutzow, M (Technische Universitšt Berlin)
Thursday 13 September 2012, 16:00-16:50

Seminar Room 1, Newton Institute


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. Part of the talk is based on joint work with Susanne Schulze and other parts with Xue-Mei Li (Warwick).


[pdf ]


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