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UNIFORM L<sup>p</sup>-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS - MaRDI portal

UNIFORM L<sup>p</sup>-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q5406835)

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scientific article; zbMATH DE number 6279579
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English
UNIFORM L<sup>p</sup>-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 6279579

    Statements

    UNIFORM L<sup>p</sup>-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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    4 April 2014
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    Itōs formula
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    Lipschitz condition
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    weakened linear growth condition
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    \(p\)-th moment
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