Explosion time in stochastic differential equations with small diffusion
| dc.contributor.author | Groisman, Pablo ( ) | |
| dc.contributor.author | Rossi, Julio D. (  0000-0001-7622-2759 ) | |
| dc.date.accessioned | 2021-08-18T12:50:55Z | |
| dc.date.available | 2021-08-18T12:50:55Z | |
| dc.date.issued | 2007-10-19 | |
| dc.identifier.citation | Groisman, P., & Rossi, J. D. (2007). Explosion time in stochastic differential equations with small diffusion. Electronic Journal of Differential Equations, 2007(140), pp. 1-9. | en_US |
| dc.identifier.issn | 1072-6691 | |
| dc.identifier.uri | https://digital.library.txstate.edu/handle/10877/14354 | |
| dc.description.abstract | We consider solutions of a one dimensional stochastic differential equations that explode in finite time. We prove that, under suitable hypotheses, the explosion time converges almost surely to the one of the ODE governed by the drift term when the diffusion coefficient approaches zero. | en_US |
| dc.format | Text | |
| dc.format.extent | 9 pages | |
| dc.format.medium | 1 file (.pdf) | |
| dc.language.iso | en | en_US |
| dc.publisher | Texas State University-San Marcos, Department of Mathematics | en_US |
| dc.source | Electronic Journal of Differential Equations, 2007, San Marcos, Texas: Texas State University-San Marcos and University of North Texas. | |
| dc.subject | Explosion | en_US |
| dc.subject | Stochastic differential equations | en_US |
| dc.title | Explosion time in stochastic differential equations with small diffusion | en_US |
| dc.type | publishedVersion | |
| txstate.documenttype | Article | |
| dc.rights.license |  This work is licensed under a Creative Commons Attribution 4.0 International License. | |
| dc.description.department | Mathematics |
