ON EXPLOSION OF ONE DIMENSIONAL PROCESS UNDER ADDITIVE NOISE

DOI10.1515/DEMA-1992-1-226MaRDI QIDQ4019815zbMATH OpenOpenAlexFDO

Authors J. Sobczyk

Publication date 16 January 1993

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1515/dema-1992-1-226

zbMATH Keywords

additive noisecriteria for the explosion

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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• Intrinsic fluctuations in explosive reactions
• An integral inequality and its application to a problem of stabilization by noise
• Doubly stochastic Yule cascades. I: The explosion problem in the time-reversible case
• Non-explosion by Stratonovich noise for ODEs
• Blow-up of a stable stochastic differential equation
• Distribution of the time to explosion for one-dimensional diffusions
• An example of blowup in stochastic differential equations with additive noise
• A generalization of Osgood's test and a comparison criterion for integral equations with noise
• Path-space measure for stochastic differential equation with higher order drift causing explosion
• Time development of explosion of stochastic process with repulsive drift of polynomial growth
• scientific article; zbMATH DE number 3934144 (Why is no real title available?)
• Measure diffusions and related explosion problems
• Noise-induced transitions for one-dimensional diffusions
• An example of explosion of a stochastic differential equation with random initial condition
• Explosion time in stochastic differential equations with small diffusion
• Prevention of explosions in solutions of functional differential equations by noise perturbations
• Doubly stochastic Yule cascades. II: The explosion problem in the non-reversible case
• Explosion time of second-order Ito processes
• The explosion problem in a flow

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