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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2404.12985 |
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| _version_ | 1866918010031177728 |
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| author | Rakotomalala, Matthias |
| author_facet | Rakotomalala, Matthias |
| contents | In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the manifold, so-called manifolds of bounded geometry. Furthermore, we provide stochastic flow estimates for the solutions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_12985 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry Rakotomalala, Matthias Probability In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the manifold, so-called manifolds of bounded geometry. Furthermore, we provide stochastic flow estimates for the solutions. |
| title | A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry |
| topic | Probability |
| url | https://arxiv.org/abs/2404.12985 |