Continuity of the Explosion Time in Stochastic Differential Equations

DOI10.1080/07362990903136504zbMath1175.60057OpenAlexW1970395987MaRDI QIDQ3182404

Pablo Groisman, Julián Fernández Bonder, Julio D. Rossi

Publication date: 8 October 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990903136504

zbMATH Keywords

stochastic differential equationsexplosion

Mathematics Subject Classification ID

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

Related Items (2)

Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion ⋮ Small random perturbations of a dynamical system with blow-up

Cites Work

• Complete blow-up after \(T_{\max}\) for the solution of a semilinear heat equation
• On the gap between deterministic and stochastic ordinary differential equations
• The problem of blow-up in nonlinear parabolic equations
• Solution of a nonlinear heat equation with arbitrarily given blow-up points
• On the Dependence of the Blow-Up Time with Respect to the Initial Data in a Semilinear Parabolic Problem
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