An example of explosion of a stochastic differential equation with random initial condition (Q4641979)
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scientific article; zbMATH DE number 6870595
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| English | An example of explosion of a stochastic differential equation with random initial condition |
scientific article; zbMATH DE number 6870595 |
Statements
18 May 2018
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blow up time
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Brownian motion
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forward integrals
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Itô integrals
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stochastic differential equations
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substitution formula for forward integral
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0.7886176705360413
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0.7767483592033386
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0.7705429196357727
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0.7661358118057251
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0.7632800936698914
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