Integrability of solutions to mixed stochastic differential equations

DOI10.1007/s10958-014-1802-6zbMath1398.60076arXiv1310.1578OpenAlexW2060432847MaRDI QIDQ460742

Georgiy M. Shevchenko

Publication date: 14 October 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1578

zbMATH Keywords

mixed stochastic differential equationexponential moment of a solutionmoment of a solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Growth and boundedness of solutions to ordinary differential equations (34C11)

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