Conditions of non-blowup and trajectory-wise uniqueness for solutions of stochastic differential equations with L^0-valued random measures

MaRDI QIDQ1405910zbMATHFDO

Authors V. A. Lebedev

Publication date 8 September 2003

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Lyapunov and storage functions (93D30)

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(4)

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