Explosion time of second-order Ito processes

DOI10.1016/0022-247X(84)90005-2MaRDI QIDQ799312zbMATH OpenFDO

Authors N. E. Zubov

Publication date 1984

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

zbMATH Keywords

harmonic oscillatorexplosion timeexistence of the global solution

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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

Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• No explosion criteria for stochastic differential equations
• On Continuability of Solutions of Second Order Differential Equations
• Second Order Itô Processes

Cited in

(2)

• Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive
• scientific article; zbMATH DE number 3934144 (Why is no real title available?)

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