Non-explosion by Stratonovich noise for ODEs

Abstract

We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension $d\ge 2$. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.

16 pages

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Cited by in corpus (1)

• No blow-up by nonlinear Itô noise for the Euler equations