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Explosion time of second-order Ito processes

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Publication:799312
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DOI10.1016/0022-247X(84)90005-2zbMATH Open0548.60066MaRDI QIDQ799312FDOQ799312


Authors: N. E. Zubov Edit this on Wikidata


Publication date: 1984

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)





Recommendations

  • scientific article; zbMATH DE number 3934144
  • An oscillation of the solution for a nonlinear second-order stochastic differential equation
  • Nonoscillation of solutions to a linear stochastic Itô equation of the second order
  • On solutions to Itô stochastic differential equations
  • ON EXPLOSION OF ONE DIMENSIONAL PROCESS UNDER ADDITIVE NOISE


zbMATH Keywords

harmonic oscillatorexplosion timeexistence of the global solution


Mathematics Subject Classification ID

Stochastic integral equations (60H20)


Cites Work

  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • On Continuability of Solutions of Second Order Differential Equations
  • No explosion criteria for stochastic differential equations
  • Second Order Itô Processes


Cited In (2)

  • Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive
  • Title not available (Why is that?)





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