On sufficient conditions for nonexplosion of solutions to stochastic differential equations
This paper studies sufficient conditions for the nonexplosion of solutions to a stochastic differential equation, the results being proved by using the comparison theorem. Theorems both with and without using Lyapunov functions are proved, the main result being a stochastic version of Conti's theorem in ordinary differential equations.
scientific article; zbMATH DE number 4178269
scientific article