An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise

DOI10.1016/j.spl.2010.12.001zbMath1210.60061OpenAlexW2137288015MaRDI QIDQ631556

Juan-Miguel Gracia

Publication date: 14 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.001

zbMATH Keywords

comparison theorembifractional Brownian motionFeller testOsgood criterion

Mathematics Subject Classification ID

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

Related Items

Non-existence results for stochastic wave equations in one dimension, Some Feller and Osgood type criteria for semilinear stochastic differential equations, The Osgood condition for stochastic partial differential equations, A skew symmetry-preserving computational technique for obtaining the positive and the bounded solutions of a time-delayed advection-diffusion-reaction equation, A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution

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