Estimate on moments of the solutions to stochastic differential equations in the plane

DOI10.1214/aop/1176993510zbMath0519.60061OpenAlexW1998946739MaRDI QIDQ1054378

J. Blot

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993510

zbMATH Keywords

Gronwall inequalitytwo-parameter stochastic differential equationtwo-parameter Ito formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Quasi-sure analysis of two-parameter stochastic differential equations ⋮ Strong solutions of stochastic differential equations for multiparameter processes ⋮ Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients ⋮ Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane ⋮ Strong convergence of stochastic taylor expansions of two-parameter random fields ⋮ Some remarks on a linear stochastic differential equation ⋮ NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS

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