arXiv Open Access 2025

Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives

Xue-Mei Li Kexing Ying

Lihat Sumber

Abstrak

We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infinity. In addition, we prove the existence of a global bi-continuous solution flow for stochastic differential equations (SDEs). Finally, the non-explosion results for RDEs are shown to be sharp by constructing counterexamples.

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Penulis (2)

Xue-Mei Li

Kexing Ying

Format Sitasi

APA MLA BibTeX

Li, X., Ying, K. (2025). Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives. https://arxiv.org/abs/2502.08799

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2025
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓