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Pré-Publication, Document De Travail Année : 2024

A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry

Résumé

In this paper, we establish a result for existence and uniqueness of stochastic differential equa- tions on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical-only hypothesis on the manifold, so-called manifolds of bounded geometry, this hypothesis is consistent with the maximal regularity result for parabolic equations obtained by Herbert Amann. Furthermore, we provide a stochastic flow estimate for the solutions.
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Dates et versions

hal-04548350 , version 1 (16-04-2024)
hal-04548350 , version 2 (18-04-2024)

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  • HAL Id : hal-04548350 , version 1

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Matthias Rakotomalala. A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry. 2024. ⟨hal-04548350v1⟩
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