Estimates of sample paths of dynamical systems described by stochastic differential equations

MaRDI QIDQ600376zbMATH OpenFDO

Authors Nguyen Huu Du, Nguyen V. Sanh

Publication date 5 November 2010

Published in Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gronwall-Bellman inequalityiterated logarithmItô equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Sample path properties (60G17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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(4)

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