University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Completeness and semiflows for stochastic differential equations with monotone drift

Completeness and semiflows for stochastic differential equations with monotone drift

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If you have a question about this talk, please contact Mustapha Amrani .

Stochastic Partial Differential Equations (SPDEs)

We consider stochastic differential equations on a Euclidean space driven by a Kunita-type semimartingale field satisfying a one-sided local Lipschitz condition. We address questions of local and global existence and uniqueness of solutions as well as existence of a local or global semiflow. Further, we will provide sufficient conditions for strong $p$-completeness, i.e. almost sure non-explosion for subsets of dimension $p$ under the local solution semiflow. Part of the talk is based on joint work with Susanne Schulze and other parts with Xue-Mei Li (Warwick).

This talk is part of the Isaac Newton Institute Seminar Series series.

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