2432 CHAPTER 71. STOCHASTIC O.D.E. ONE SPACE

arguments about to be given in order to show that this determines a mapping which has asufficiently high power a contraction map. They are also the same arguments to be usedin the following theorem to establish estimates which imply a stopping time is eventuallyinfinity.

Let v1,v2 be two given functions of this sort and let the corresponding u be denoted byu1,u2 respectively. Then

u1 (t)−u2 (t)+∫ t

0N (s,v1(s),v1 (s−h) ,w1 (s))−N (s,v2(s),v2 (s−h) ,w2 (s))ds

=∫ t

0σ (s,v1,ω)−σ (s,v2,ω)dW

Use the Ito formula and the Lipschitz condition on N to obtain an expression of the form

12|u1 (t)−u2 (t)|2−C

∫ t

0|v1− v2|2 ds−C

∫ t

0|u1−u2|2 ds

−12

∫ t

0∥σ (s,v1,ω)−σ (s,v2,ω)∥2 ds≤ |M (t)|

where M (t) is a martingale whose quadratic variation is dominated by

C∫ t

0∥σ (s,v1,ω)−σ (s,v2,ω)∥2 |u1−u2|2 ds

Therefore, using the Lipschitz condition on σ and the Burkholder-Davis-Gundy inequality,the above implies

E

(sup

s∈[0,t]|u1 (s)−u2 (s)|2

)≤ CE

∫ t

0sup

r∈[0,s]|u1 (r)−u2 (r)|2 ds

+CE∫ t

0sup

r∈[0,s]|v1 (r)− v2 (r)|2 ds

+CE

((∫ t

0∥σ (s,v1,ω)−σ (s,v2,ω)∥2 |u1−u2|2 ds

)1/2)

Then a use of Gronwall’s inequality allows this to be simplified to an expression of theform

E

(sup

s∈[0,t]|u1 (s)−u2 (s)|2

)≤CE

∫ t

0sup

r∈[0,s]|v1 (r)− v2 (r)|2 ds

+CE

((∫ t

0∥σ (s,v1,ω)−σ (s,v2,ω)∥2 |u1−u2|2 ds

)1/2)

≤C∫ t

0E

(sup

r∈[0,s]|v1 (r)− v2 (r)|2

)ds+

12

E

(sup

s∈[0,t]|u1 (s)−u2 (s)|2

)

2432 CHAPTER 71. STOCHASTIC O.D.E. ONE SPACEarguments about to be given in order to show that this determines a mapping which has asufficiently high power a contraction map. They are also the same arguments to be usedin the following theorem to establish estimates which imply a stopping time is eventuallyinfinity.Let v1, v2 be two given functions of this sort and let the corresponding u be denoted byu ,,U2 respectively. Thenun (0) —ua (0) + ['N(s,vi(s),v1 (=A) 101 (8)) = (5,r2(9),¥2 (8A) ,w2(5)) ds=| (s,V¥1,@) — 0 (s,v2,@)dWUse the Ito formula and the Lipschitz condition on N to obtain an expression of the form1 t t5 la vee I —v)?ds—c [ \uy —uo|2ds=f Ilo (s,71,0) — 0 (s,v9,00)||2ds < |M (0)|where M (t) is a martingale whose quadratic variation is dominated by2 2c[ Ilo (s,v1,@) — 6 (s,v9,0)||2 Jur —ua|2dsTherefore, using the Lipschitz condition on o and the Burkholder-Davis-Gundy inequality,the above implies£ (sp |u1 (s) — up (s) ') < ce | ae lu (r) — up (r)|?dssE[0,] ré(0,5]+ce | sup | (r) —v2(r) |? dsrE(0,s]t 1/2vee(( ]o (71.0) ~ 0 (5.2.0)? bn wl)Then a use of Gronwall’s inequality allows this to be simplified to an expression of theforms€[0,t]t 1/2vce(( (6.71.0) ~0 (5.2.0)? jn wld)1<c['r ( sup |v; (r)—v2 i?) ds+ 3F ( sup |v; (s)—uz oF]r€(0,s] s¢(0,1]E ( sup | (s) —u2 oF] <CE sup | (r) —v2(r)|? ds