On sufficient conditions for nonexplosion of solutions to stochastic differential equations
type: Item
instance of: scholarly article
title: On sufficient conditions for nonexplosion of solutions to stochastic differential equations
zbMATH Open document ID: 0715.60072
DOI: 10.1016/0022-247X(90)90231-4
author: Takeshi Taniguchi
published in: Journal of Mathematical Analysis and Applications
publication date: 1990-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 4178269
zbMATH Keywords: nonexplosion of solutions
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: comparison theorem
zbMATH Keywords: Lyapunov functions
reviewed by: Andrew Dale
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4178269