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On non-explosion for the solution of a stochastic differential equation

 

作者: V. A. Lebedev,  

 

期刊: Stochastics  （Taylor Available online 1984）
卷期: Volume 11, issue 3-4  

页码: 301-314

 

ISSN:0090-9491

 

年代: 1984

 

DOI:10.1080/17442508408833291

 

出版商: Gordon and Breach Science Publishers Inc

 

数据来源: Taylor

 

摘要:

In the present work we give general sufficient conditions in terms of Lyapunov functions which ensure existence of a weak solution for a stochastic differential equation for which conditions of existence hold in every bounded region.

 

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