Estimates of sample paths of dynamical systems described by stochastic differential equations

zbMATH Open1212.60104MaRDI QIDQ600376

N. H. Du, Nguyen Van Sanh

Publication date: 5 November 2010

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gronwall-Bellman inequalityiterated logarithmItô equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Sample path properties (60G17) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity ⋮ Pathwise estimation of the stochastic functional Kolmogorov-type system ⋮ The estimation of probability distribution of SDE by only one sample trajectory ⋮ Unnamed Item

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