On the \(p\)th moment estimates for the solution of stochastic differential equations (Q257778)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the \(p\)th moment estimates for the solution of stochastic differential equations |
scientific article; zbMATH DE number 6557470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the \(p\)th moment estimates for the solution of stochastic differential equations |
scientific article; zbMATH DE number 6557470 |
Statements
On the \(p\)th moment estimates for the solution of stochastic differential equations (English)
0 references
17 March 2016
0 references
Itō's formula
0 references
\(L^p\)-estimate
0 references
almost surely asymptotic estimates
0 references
sample Lyapunov exponent
0 references
0 references
0.94114697
0 references
0.9379691
0 references
0.93630147
0 references
0.9357268
0 references
