Stochastic differential equations on noncompact manifolds: moment stability and its topological consequences
Probability
2019-11-20 v1
Abstract
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment stability of a SDE in terms of the coefficients. Finally we prove a vanishing result for the fundamental group of a complete Riemannian manifold in terms of purely geometrical quantities.
Cite
@article{arxiv.1911.07900,
title = {Stochastic differential equations on noncompact manifolds: moment stability and its topological consequences},
author = {Xue-Mei Li},
journal= {arXiv preprint arXiv:1911.07900},
year = {2019}
}