On sufficient conditions for nonexplosion of solutions to stochastic differential equations
- 1 December 1990
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 153 (2) , 549-561
- https://doi.org/10.1016/0022-247x(90)90231-4
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On the estimate of solutions of perturbed linear differential equationsJournal of Mathematical Analysis and Applications, 1990
- No explosion criteria for stochastic differential equationsJournal of the Mathematical Society of Japan, 1982
- Remarks on nonexplosion theorem for stochastic differential equationsKodai Mathematical Journal, 1982
- On Weak Compactness of Continuous Semi-MartingalesTheory of Probability and Its Applications, 1979
- On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral EquationsThe Annals of Probability, 1977