On sufficient conditions for nonexplosion of solutions to stochastic differential equations (Q751726)
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 sufficient conditions for nonexplosion of solutions to stochastic differential equations |
scientific article; zbMATH DE number 4178269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On sufficient conditions for nonexplosion of solutions to stochastic differential equations |
scientific article; zbMATH DE number 4178269 |
Statements
On sufficient conditions for nonexplosion of solutions to stochastic differential equations (English)
0 references
1990
0 references
This paper studies sufficient conditions for the nonexplosion of solutions to a stochastic differential equation, the results being proved by using the comparison theorem. Theorems both with and without using Lyapunov functions are proved, the main result being a stochastic version of Conti's theorem in ordinary differential equations.
0 references
nonexplosion of solutions
0 references
stochastic differential equation
0 references
comparison theorem
0 references
Lyapunov functions
0 references
0 references
0.96489197
0 references
0 references
0.9220344
0 references
0.9213163
0 references
0.9195209
0 references
