On non-explosion for the solution of a stochastic differential equation

DOI10.1080/17442508408833291zbMATH Open0543.60066OpenAlexW1999189753WikidataQ115295042 ScholiaQ115295042MaRDI QIDQ3332030FDOQ3332030

V. A. Lebedev

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833291

zbMATH Keywords

Lyapunov functionsweak solutionsnon explosion

Mathematics Subject Classification ID

Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites Work

• On the existence of weak solutions for stochastic differential equations with driving martingales and random measures
• Title not available (Why is that?)

Cited In (4)

• On the existence of semimartingales with continuous characteristics
• Title not available (Why is that?)
• On sufficient conditions for nonexplosion of solutions to stochastic differential equations
• Title not available (Why is that?)

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