Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866911397889179648 |
|---|---|
| author | Li, Xue-Mei Ying, Kexing |
| author_facet | Li, Xue-Mei Ying, Kexing |
| contents | We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infinity. In addition, we prove the existence of a global bi-continuous solution flow for stochastic differential equations (SDEs). Finally, the non-explosion results for RDEs are shown to be sharp by constructing counterexamples. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_08799 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives Li, Xue-Mei Ying, Kexing Probability Classical Analysis and ODEs We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infinity. In addition, we prove the existence of a global bi-continuous solution flow for stochastic differential equations (SDEs). Finally, the non-explosion results for RDEs are shown to be sharp by constructing counterexamples. |
| title | Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives |
| topic | Probability Classical Analysis and ODEs |
| url | https://arxiv.org/abs/2502.08799 |