Uniform L^p-continuity of the solution of stochastic differential equations

DOI10.14317/JAMI.2013.491MaRDI QIDQ5406835zbMATH OpenOpenAlexFDO

Authors Young-Ho Kim

Publication date 4 April 2014

Published in Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14317/jami.2013.491

zbMATH Keywords

\(p\)-th momentItōs formulaLipschitz conditionweakened linear growth condition

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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