Campuses:

Completeness and semiflows for stochastic differential equations with monotone drift

Wednesday, October 24, 2012 - 3:15pm - 4:05pm
Keller 3-180
Michael Scheutzow (TU Berlin)
We consider stochastic differential equations on a Euclidean space driven by a Kunita-type semimartingale field satisfying
a one-sided local Lipschitz condition. We address questions of local and global existence and uniqueness of solutions as well as
existence of a local or global semiflow. Further, we will provide sufficient conditions for strong $p$-completeness,
i.e. almost sure non-explosion for subsets of dimension $p$ under the local solution semiflow.
MSC Code: 
34K50