On sufficient conditions for nonexplosion of solutions to stochastic differential equations
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Publication:751726
DOI10.1016/0022-247X(90)90231-4zbMath0715.60072MaRDI QIDQ751726
Publication date: 1990
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
Related Items (11)
Global existence of solutions for perturbed differential equations ⋮ Further results on existence-uniqueness for stochastic functional differential equations ⋮ On a stochastic reaction-diffusion system modeling pattern formation on seashells ⋮ On a class of Ito stochastic differential equations ⋮ Some Feller and Osgood type criteria for semilinear stochastic differential equations ⋮ Successive approximations to solutions of stochastic differential equations ⋮ Existence-uniqueness and continuation theorems for stochastic functional differential equations ⋮ Stability radii of linear systems with respect to stochastic perturbations ⋮ Regularity criterion for a mathematical model of the laser ⋮ Local existence-uniqueness and continuation of solutions for delay stochastic evolution equations ⋮ Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations
Cites Work
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- On the estimate of solutions of perturbed linear differential equations
- Random differential inequalities
- No explosion criteria for stochastic differential equations
- Remarks on non explosion theorem for stochastic differential equations
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
- On Weak Compactness of Continuous Semi-Martingales
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