Uniform \(L^p\)-continuity of the solution of stochastic differential equations (Q5406835)
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scientific article; zbMATH DE number 6279579
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| default for all languages | No label defined |
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| English | Uniform \(L^p\)-continuity of the solution of stochastic differential equations |
scientific article; zbMATH DE number 6279579 |
Statements
UNIFORM L<sup>p</sup>-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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4 April 2014
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Itōs formula
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Lipschitz condition
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weakened linear growth condition
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\(p\)-th moment
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0.8049411177635193
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0.7718769907951355
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