On sufficient conditions for nonexplosion of solutions to stochastic differential equations (Q751726)
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scientific article; zbMATH DE number 4178269
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| English | On sufficient conditions for nonexplosion of solutions to stochastic differential equations |
scientific article; zbMATH DE number 4178269 |
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On sufficient conditions for nonexplosion of solutions to stochastic differential equations (English)
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1990
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This paper studies sufficient conditions for the nonexplosion of solutions to a stochastic differential equation, the results being proved by using the comparison theorem. Theorems both with and without using Lyapunov functions are proved, the main result being a stochastic version of Conti's theorem in ordinary differential equations.
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nonexplosion of solutions
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stochastic differential equation
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comparison theorem
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Lyapunov functions
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0.96489197
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0.9220344
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0.9213163
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0.9195209
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