conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations全球解决方案的存在条件常微分,随机微分和抛物方程.pdfVIP

IJMMS 2004:17, 901–912 PII. S016117120430503X © Hindawi Publishing Corp. CONDITIONS FOR GLOBAL EXISTENCE OF SOLUTIONS OF ORDINARY DIFFERENTIAL, STOCHASTIC DIFFERENTIAL, AND PARABOLIC EQUATIONS YURI E. GLIKLIKH and LORA A. MOROZOVA Received 6 May 2003 First, we prove a necessary and sufficient condition for global in time existence of all solu- tions 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 gener- alization 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: L 1-complete solutions of SDE (this means that they belong to a certain functional space of L 1 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. 2000 Mathematics Subject Classification: 58J35, 58J65, 34A12, 35K15. 1. Introduction. In this note, we consider some questions connected with global in time existence of solutions of various differential equations (ordinary, stochastic, and parabolic). The main goal is to obtain necessary and sufficient conditions. At the moment, plenty of sufficient conditions for global existence of solutions can be found in the literature. We would like to point out the so-called conditions with one-sided estimates for ordinary differential equations (ODE), similar conditions with Lyapunov functions for parabolic equations (PE), and a certain very general condition of the same nature from [1] for stochastic differential equations (SDE). Recall that this sort of conditions deals with estimates