Remarks on non explosion theorem for stochastic differential equations
From MaRDI portal
Publication:1172874
DOI10.2996/kmj/1138036606zbMath0502.60044OpenAlexW2044469554MaRDI QIDQ1172874
Publication date: 1982
Published in: Kodai Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2996/kmj/1138036606
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
Related Items
Stability of invariant measure of a stochastic differential equation describing molecular rotation, Strict local martingales and the Khasminskii test for explosions, Existence and asymptotic behaviour of some time-inhomogeneous diffusions, Some Feller and Osgood type criteria for semilinear stochastic differential equations, Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients, Moment decay rates of solutions of stochastic differential equations, Divergence, convergence and moments of some integral functionals of diffusions, On sufficient conditions for nonexplosion of solutions to stochastic differential equations, Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion, Time-domain boundedness of noise-to-state exponentially stable systems
Cites Work
