An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise

DOI10.1016/j.spl.2010.12.001zbMath1210.60061MaRDI QIDQ631556

Juan-Miguel Gracia

Publication date: 14 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.001

zbMATH Keywords

comparison theorem; bifractional Brownian motion; Feller test; Osgood criterion

Mathematics Subject Classification ID

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

34F05: Ordinary differential equations and systems with randomness