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The perfection of local semi-flows and local random dynamical systems with applications to SDEs
- Publication Year :
- 2021
-
Abstract
- We provide a rather general perfection result for crude local semi-flows taking values in a Polish space showing that a crude semi-flow has a modification which is a (perfect) local semi-flow which is invariant under a suitable metric dynamical system. Such a (local) semi-flow induces a (local) random dynamical system. Then we show that this result can be applied to several classes of stochastic differential equations driven by semimartingales with stationary increments such as equations with locally monotone coefficients and equations with singular drift. For these examples it was previously unknown whether they generate a (local) random dynamical system or not.
- Subjects :
- Mathematics - Probability
Mathematics - Dynamical Systems
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2109.00206
- Document Type :
- Working Paper