On the \(p\)th moment estimates for the solution of stochastic differential equations (Q257778)
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English | On the \(p\)th moment estimates for the solution of stochastic differential equations |
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On the \(p\)th moment estimates for the solution of stochastic differential equations (English)
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17 March 2016
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Itō's formula
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\(L^p\)-estimate
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almost surely asymptotic estimates
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sample Lyapunov exponent
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