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Main Author: Rakotomalala, Matthias
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2404.12985
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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