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arXiv · 2404.12985

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

Matthias Rakotomalala
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Abstract

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the manifold, so-called manifolds of bounded geometry. Furthermore, we provide stochastic flow estimates for the solutions.

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Matthias Rakotomalala. 2024-04-19. A practical global existence and uniqueness result for stochastic differential equations on Riemannian manifolds of bounded geometry. https://arxiv.org/abs/2404.12985

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