Almost sure explosion of solutions to stochastic differential equations

DOI10.1016/J.SPA.2013.09.006MaRDI QIDQ2434496zbMATHOpenAlexFDO

Authors Pao-Liu Chow, R. Z. Khas'minskiĭ

Publication date 6 February 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2013.09.006

zbMATH Keywords

stochastic differential equationLyapunov functioncycleexplosive solutionsItō's formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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• Diffusion Processes in One Dimension
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• Regularization and Stabilization of Randomly Switching Dynamic Systems
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(14)

• Explosive solutions for stochastic differential equations driven by Lévy processes
• On sufficient conditions for nonexplosion of solutions to stochastic differential equations
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• Existence of explosive solutions to some nonlinear parabolic Itô equations
• Non-explosion by Stratonovich noise for ODEs
• Dynamics analysis of a stochastic SIRVI epidemic model with weak immunity
• Explosion in the quasi-Gaussian HJM model
• Numerical Analysis of Stochastic Differential Equations with Explosions
• Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
• On the distribution of explosion time of stochastic differential equations
• Probabilistic Investigations on the Explosion of Solutions of the KAC Equation with Infinite Energy Initial Distribution
• Nonlinear Lyapunov criteria for stochastic explosive solutions
• Blow-up for stochastic reaction-diffusion equations with jumps
• Explosion and non-explosion for the continuous-time frog model

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