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

DOI10.1080/17442508408833291MaRDI QIDQ3332030zbMATH OpenOpenAlexWikidataFDO

Authors 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)

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• On solutions to Itô stochastic differential equations
• Nonlinear Lyapunov criteria for stochastic explosive solutions
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• Conditions of non-blowup and trajectory-wise uniqueness for solutions of stochastic differential equations with \(L^0\)-valued random measures
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