On non-explosion for the solution of a stochastic differential equation

DOI10.1080/17442508408833291zbMath0543.60066OpenAlexW1999189753WikidataQ115295042 ScholiaQ115295042MaRDI QIDQ3332030

V. A. Lebedev

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833291

zbMATH Keywords

weak solutionsLyapunov functionsnon explosion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Random measures (60G57)

Related Items (1)

On the existence of semimartingales with continuous characteristics

Cites Work

• Unnamed Item
• On the existence of weak solutions for stochastic differential equations with driving martingales and random measures

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