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

zbMATH Open1028.60053MaRDI QIDQ1405910FDOQ1405910

Authors: V. A. Lebedev 

Publication date: 8 September 2003

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

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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)

Cited In (4)

• On non-explosion for the solution of a stochastic differential equation
• On the Existence of Weak Solutions for Stochastic Differential Equations with Driving L⁰ -Valued Measures
• Title not available (Why is that?)
• On uniqueness and blowup properties for a class of second order SDEs

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