Article ID Journal Published Year Pages File Type
1151317 Statistics & Probability Letters 2016 5 Pages PDF
Abstract

This paper deals with the problem of explosive solutions for a class of stochastic differential equations via Lyapunov’s method. We give some sufficient conditions on the existence of explosive solutions for stochastic differential equations driven by Brownian motions.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Nonlinear Lyapunov criteria for stochastic explosive solutions
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