On the distribution of explosion time of stochastic differential equations

zbMath1305.60045arXiv1305.2870MaRDI QIDQ740943

Liliana Peralta Hernández, Jorge A. Leon, José Villa Morales

Publication date: 9 September 2014

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.2870

zbMATH Keywords

stochastic differential equationscomparison theoremsItō's formulaexplosion timeOsgood criterioniterated logarithm theorem for martingales

Mathematics Subject Classification ID

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

Related Items (3)

Some Feller and Osgood type criteria for semilinear stochastic differential equations ⋮ A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution ⋮ Distribution function of the blow up time of the solution of an anticipating random fatigue equation

This page was built for publication: On the distribution of explosion time of stochastic differential equations