Some Feller and Osgood type criteria for semilinear stochastic differential equations

DOI10.1142/S0219493717500113zbMath1361.60043OpenAlexW2343558200MaRDI QIDQ2970121

Liliana Peralta, Jorge A. Leon

Publication date: 27 March 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493717500113

zbMATH Keywords

comparison theoremItô formulaFeller's testOsgood criterionsemilinear stochastic differential equationsblow up time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items

Distribution function of the blow up time of the solution of an anticipating random fatigue equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Blow-up theories for semilinear parabolic equations
• An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise
• On the distribution of explosion time of stochastic differential equations
• On sufficient conditions for nonexplosion of solutions to stochastic differential equations
• Blow-up for parabolic and hyperbolic problems with variable exponents
• No explosion criteria for stochastic differential equations
• Remarks on non explosion theorem for stochastic differential equations
• Inequalities for differential and integral equations
• Blow up for \(u_ t- \Delta u=g(u)\) revisited
• The parabolic differential equations and the associated semigroups of transformation
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• Stochastic models for fatigue damage of materials
• Stochastic Calculus
• Numerical Analysis of Stochastic Differential Equations with Explosions
• On the growth of solutions of quasi‐linear parabolic equations