No explosion criteria for stochastic differential equations

DOI10.2969/jmsj/03420191zbMath0478.60066OpenAlexW2094354105MaRDI QIDQ1161204

Kiyomasa Narita

Publication date: 1982

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03420191

zbMATH Keywords

Lyapunov functionexplosionsecond order Ito process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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