On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations

DOI10.1137/0305037zbMath0267.60066OpenAlexW2006555889MaRDI QIDQ5684047

Moshe Zakai

Publication date: 1967

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0305037

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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