A priori bound for the supremum of solutions of stable stochastic differential equations

DOI10.1080/17442508908833589zbMath0684.60048OpenAlexW2020781640MaRDI QIDQ4734581

Bernard Lapeyre

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833589

zbMATH Keywords

stabilitystochastic differential equations

Mathematics Subject Classification ID

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

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