scientific article; zbMATH DE number 4203385

MaRDI QIDQ3352209zbMATH OpenFDO

Authors

Publication date 1991

zbMATH Keywords

explosions of solutions of stochastic differential equationsItô formula for the two-parameter Wiener processlocal timereview articlestopping points and stopping lines

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Diffusion processes (60J60)

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