Publication:3206086

zbMath0416.60085MaRDI QIDQ3206086

Kiyomasa Narita

Publication date: 1979

zbMATH Keywords

stochastic differential equation; diffusion coefficient; drift coefficient; Liapunov function; explosion time

Mathematics Subject Classification ID

60G12: General second-order stochastic processes

60G44: Martingales with continuous parameter

60J60: Diffusion processes

60G17: Sample path properties