scientific article; zbMATH DE number 3930053

MaRDI QIDQ3703036zbMATH OpenFDO

Authors Kiyomasa Narita

Publication date 1981

zbMATH Keywords

finite explosion timemethod of Lyapunov functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic stability in control theory (93E15)

Recommendations

• On sufficient conditions for nonexplosion of solutions to stochastic differential equations
• Explosion time in stochastic differential equations with small diffusion
• On non-explosion for the solution of a stochastic differential equation
• Nonlinear Lyapunov criteria for stochastic explosive solutions
• On solutions to Itô stochastic differential equations

Cited in

(6)

• Explosion problems for symmetric diffusion processes
• Almost sure explosion of solutions to stochastic differential equations
• Continuity of the Explosion Time in Stochastic Differential Equations
• On non-explosion for the solution of a stochastic differential equation
• Numerical Analysis of Stochastic Differential Equations with Explosions
• Explosion time in stochastic differential equations with small diffusion

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