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    Strong completeness for a class of stochastic differential equations with irregular coefficients

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    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 tt, the solution flow FtF_t is weakly differentiable and for each p>0p>0 there is a positive number T(p)T(p) such that for all t<T(p)t<T(p), the solution flow Ft(β‹…)F_t(\cdot) 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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