The perfection of local semi-flows and local random dynamical systems with applications to SDEs

Author:

Ling Chengcheng1,Scheutzow Michael1,Vorkastner Isabell1

Affiliation:

1. Fakultät II, Institut für Mathematik, Technische Universität Berlin, 10623 Berlin, Germany

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 (RDS). 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) RDS or not.

Publisher

World Scientific Pub Co Pte Ltd

Subject

Modeling and Simulation

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