Some Feller and Osgood type criteria for semilinear stochastic differential equations
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Publication:2970121
DOI10.1142/S0219493717500113zbMath1361.60043OpenAlexW2343558200MaRDI QIDQ2970121
Liliana Peralta, Jorge A. Leon
Publication date: 27 March 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493717500113
comparison theoremItô formulaFeller's testOsgood criterionsemilinear stochastic differential equationsblow up time
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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