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首页> 外文期刊>International journal of mathematics and mathematical sciences >CONDITIONS FOR GLOBAL EXISTENCE OF SOLUTIONS OF ORDINARY DIFFERENTIAL, STOCHASTIC DIFFERENTIAL, AND PARABOLIC EQUATIONS
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CONDITIONS FOR GLOBAL EXISTENCE OF SOLUTIONS OF ORDINARY DIFFERENTIAL, STOCHASTIC DIFFERENTIAL, AND PARABOLIC EQUATIONS

机译:普通微分方程,随机微分方程和抛物方程的整体解的存在性条件

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摘要

First, we prove a necessary and sufficient condition for global in time existence of all solutions of an ordinary differential equation (ODE). It is a condition of one-sided estimate type that is formulated in terms of so-called proper functions on extended phase space. A generalization of this idea to stochastic differential equations (SDE) and parabolic equations (PE) allows us to prove similar necessary and sufficient conditions for global in time existence of solutions of special sorts: L1-complete solutions of SDE (this means that they belong to a certain functional space of L1 type) and the so-called complete Feller evolution families giving solutions of PE. The general case of equations on noncompact smooth manifolds is under consideration.
机译:首先,我们证明了一个常微分方程(ODE)所有解的及时全局存在的充要条件。这是一种单方面估计类型的条件,是根据扩展相空间上的所谓固有函数来表述的。将该思想推广到随机微分方程(SDE)和抛物线方程(PE),可以证明特殊条件解存在时全局存在相似的充要条件:L1- SDE的完全解(这意味着它们属于到一定的L1型功能空间)和所谓的完整Feller进化族,提供PE解决方案。非紧致光滑流形上方程的一般情况正在考虑中。

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