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Strong completeness for a class of stochastic differential equations with irregular coefficients
We prove the strong completeness for a class of non-degenerate SDEs, whose
coefficients are not necessarily uniformly elliptic nor locally Lipschitz
continuous nor bounded. Moreover, for each , the solution flow is
weakly differentiable and for each there is a positive number such
that for all , the solution flow belongs to the Sobolev
space W_{\loc}^{1,p}. The main tool for this is the approximation of the
associated derivative flow equations. As an application a differential formula
is also obtained
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