Explosion time in stochastic differential equations with small diffusion

MaRDI QIDQ5445631zbMATH OpenFDO

Authors Pablo Groisman, J. D. Rossi

Publication date 5 March 2008

Full work available at URL https://eudml.org/doc/128830, http://www.emis.de/journals/EJDE/Volumes/2007/140/abstr.html

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zbMATH Keywords

stochastic differential equationsexplosion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Sample path properties (60G17)

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• Explosion problems for symmetric diffusion processes
• Numerical Analysis of Stochastic Differential Equations with Explosions
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• An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise
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• Stochastic and spatio-temporal models in understanding the extinction, persistence and control of a within-host viral dynamics
• Positivity-preserving numerical schemes for stochastic differential equations

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