Explosion time of second-order Ito processes

DOI10.1016/0022-247X(84)90005-2zbMath0548.60066MaRDI QIDQ799312

N. E. Zubov

Publication date: 1984

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

harmonic oscillatorexplosion timeexistence of the global solution

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (1)

Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive

Cites Work

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• No explosion criteria for stochastic differential equations
• Second Order Itô Processes
• On Continuability of Solutions of Second Order Differential Equations

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