Back to Search
Start Over
Explosion time of second-order Ito processes
Explosion time of second-order Ito processes
- 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