scientific article; zbMATH DE number 3608906

zbMath0392.60046MaRDI QIDQ4174031

Erik Lenglart, Halim Doss

Publication date: 1978

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1978__14_2_189_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

SemimartingaleBrownian MotionAsymptotic BehaviourComparison TheoremsLyapunov MethodLocal MartingalesPredictable Stopping Time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Martingales with continuous parameter (60G44)

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Strong comparison of solutions of one-dimensional stochastic differential equations, Comparison between solutions of SDEs and ODEs, Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems), Wishart processes, Existence of almost periodic solutions of stochastic differential equations with periodic coefficients, Computation of the solutions of the Fokker-Planck equation for one and two DOF systems, On the strong comparison theorems for solutions of stochastic differential equations, Connection of the solution of a stochastic differential inclusion with the solution of an ordinary differential equation

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