Abstract
We find sufficient conditions for the coefficients of a diffusion equation on a noncompact manifold that guarantee the nonexplosion of solutions in finite time. This property leads to the existence and uniqueness of solutions for the corresponding stochastic differential equation with globally non-Lipschitz coefficients.
Similar content being viewed by others
References
E. P. Hsu, Stochastic Analysis on Manifolds, American Mathematical Society, Providence, RI (2002).
N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland, Dordrecht (1981).
K. Itô and H. P. McKean, Jr., Diffusion Processes and Their Sample Paths, Springer, Berlin (1965).
H. Kunita, Stochastic Flows and Stochastic Differential Equations, Cambridge University Press, Cambridge (1990).
D. W. Stroock, An Introduction to the Analysis of Paths on a Riemannian Manifold, American Mathematical Society, Providence, RI (2000).
M. Emery, Stochastic Calculus in Manifolds, Springer, Berlin (1989).
A. Grigor’yan, “Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds,” Bull. Amer. Math. Soc., 36, No. 2, 135–249 (1999).
N. V. Krylov and B. L. Rozovskii, “On evolutionary stochastic equations,” in: VINITI Series in Contemporary Problems in Mathematics [in Russian], Vol. 14, VINITI, Moscow (1979), pp. 71–146
E. Pardoux, “Stochastic partial differential equations and filtering of diffusion processes,” Stochastics, 3, 127–167 (1979).
A. L. Besse, Manifolds All of Whose Geodesics are Closed, Springer, Berlin (1978).
J. Cheeger and D. G. Ebin, Comparison Theorems in Riemannian Geometry, North-Holland, Dordrecht (1975).
A. Val. Antoniouk, “Upper bounds on second order operators acting on metric function,” Ukr. Math. Bull., 4, No. 2, 161–171 (2007).
P. A. Meyer, Probability and Potentials, Blaisdell, New York (1966).
Author information
Authors and Affiliations
Additional information
Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 11, pp. 1454–1472, November, 2007.
Rights and permissions
About this article
Cite this article
Antonyuk, A.V., Antonyuk, A.V. Nonexplosion and solvability of nonlinear diffusion equations on noncompact manifolds. Ukr Math J 59, 1632–1652 (2007). https://doi.org/10.1007/s11253-008-0016-9
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11253-008-0016-9