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

2024/04/19 by Rakotomalala, Matthias
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2404.12985

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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