Instability of certain nonlinear stochastic differential equations

DOI10.1006/jfan.1995.1078zbMath0821.60063OpenAlexW2005256110MaRDI QIDQ1893841

Bernard Roynette, Pierre Vallois

Publication date: 12 July 1995

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1995.1078

zbMATH Keywords

Hölder normexistence and uniqueness of the solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Convergence of moderately interacting particle systems to a diffusion-convection equation ⋮ A nonlinear stochastic differential equation involving the Hilbert transform ⋮ Unnamed Item