Time development of explosion of stochastic process with repulsive drift of polynomial growth

MaRDI QIDQ3597032zbMATH OpenFDO

Authors Toru Nakamura, Hiroshi Ezawa, Keiji Watanabe

Publication date 9 February 2009

zbMATH Keywords

explosiontime developmentWKB method

Mathematics Subject Classification ID

Qualitative investigation and simulation of models involving functional-differential equations (34K60) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Quantum stochastic calculus (81S25)

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Cited in

(1)

• Path-space measure for stochastic differential equation with higher order drift causing explosion

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