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Some Feller and Osgood type criteria for semilinear stochastic differential equations.
- Source :
-
Stochastics & Dynamics . Apr2017, Vol. 17 Issue 2, p-1. 19p. - Publication Year :
- 2017
-
Abstract
- By means of Itô's formula and a comparison theorem for integral equations, we study the blow up in finite time of semilinear stochastic differential equations of the form Here, is non-negative and non-decreasing by components, is a predictable and continuous process, is an -Brownian motion and is an -measurable random variable. The results of this paper can be seen as extensions of the Feller and Osgood criteria. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02194937
- Volume :
- 17
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Stochastics & Dynamics
- Publication Type :
- Academic Journal
- Accession number :
- 121990644
- Full Text :
- https://doi.org/10.1142/S0219493717500113