Continuity of the Explosion Time in Stochastic Differential Equations
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Publication:3182404
DOI10.1080/07362990903136504zbMath1175.60057MaRDI QIDQ3182404
Pablo Groisman, Julián Fernández Bonder, Julio D. Rossi
Publication date: 8 October 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990903136504
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
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