Behavior of the trajectories of the solution of a stochastic differential equation

DOI10.1007/BF01098497zbMath0723.60068WikidataQ115394073 ScholiaQ115394073MaRDI QIDQ756853

D. Kharzeev

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation; global existence; attainability of bounded domains

Mathematics Subject Classification ID

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