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2020 Non-explosion by Stratonovich noise for ODEs
Mario Maurelli
Electron. Commun. Probab. 25: 1-10 (2020). DOI: 10.1214/20-ECP347

Abstract

We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension $d\ge 2$. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.

Citation

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Mario Maurelli. "Non-explosion by Stratonovich noise for ODEs." Electron. Commun. Probab. 25 1 - 10, 2020. https://doi.org/10.1214/20-ECP347

Information

Received: 3 February 2020; Accepted: 2 September 2020; Published: 2020
First available in Project Euclid: 23 September 2020

zbMATH: 07252788
Digital Object Identifier: 10.1214/20-ECP347

Subjects:
Primary: 37A25, 60H10

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