Energy bounds for nonlinear dissipative stochastic differential equations with respect to semimartingales

DOI10.1080/17442509108833724zbMath0739.60048OpenAlexW2025288327MaRDI QIDQ3986620

Xuerong Mao, Lawrence Markus

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833724

zbMATH Keywords

semimartingaleexponential martingale inequalityenergy bounddissipative stochastic differential equation

Mathematics Subject Classification ID

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

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