Some Feller and Osgood type criteria for semilinear stochastic differential equations
Keyword(s):
Blow Up
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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 [Formula: see text] Here, [Formula: see text] is non-negative and non-decreasing by components, [Formula: see text] is a predictable and continuous process, [Formula: see text] is an [Formula: see text]-Brownian motion and [Formula: see text] is an [Formula: see text]-measurable random variable. The results of this paper can be seen as extensions of the Feller and Osgood criteria.
2010 ◽
Vol 42
(3)
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pp. 878-898
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2021 ◽
Vol 10
(3)
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pp. 77
2010 ◽
Vol 42
(03)
◽
pp. 878-898
◽
2021 ◽
Vol 37
(7)
◽
pp. 1156-1170
2019 ◽
Vol 20
(03)
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pp. 2050015
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