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Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs
Authors:Zongxia Liang
Institution:Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China
Abstract:Let x?s,t(x) be a View the MathML source-valued stochastic homeomorphic flow produced by non-Lipschitz stochastic differential equation View the MathML source, where W=(W1,W2,…) is an infinite sequence of independent standard Brownian motions. We first give some estimates of modulus of continuity of {?s,t(⋅)}, then prove that the flow ?s,t(x), when x nears infinity, grows slower than View the MathML source for some constant c>0 and integrable random variable Z via lemma of Garsia-Rodemich-Rumsey Lemma (abbreviated as GRR Lemma) improved by Arnold and Imkeller L. Arnold, P. Imkeller, Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory, Stochastic Process. Appl. 62 (1996) 19-54] and moment estimates for one- and two-point motions.
Keywords:primary  60H10  34F05  secondary  60G17  37C10  34K25
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