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Explosion time of second-order Ito processes

Explosion time of second-order Ito processes

Authors :
K Narita
Source :
Journal of Mathematical Analysis and Applications. 104(2):418-427
Publication Year :
1984
Publisher :
Elsevier BV, 1984.

Abstract

In this paper a sufficient condition is given for the existence of the global solution as is a sufficient condition for the non-existence of the global solution of the second-order stochastic differential equation with the random disturbance of the so-called white noise.

Details

ISSN :
0022247X
Volume :
104
Issue :
2
Database :
OpenAIRE
Journal :
Journal of Mathematical Analysis and Applications
Accession number :
edsair.doi.dedup.....d4839fd5975a5f44f9688842397ae23c
Full Text :
https://doi.org/10.1016/0022-247x(84)90005-2