Explosion time in stochastic differential equations with small diffusion

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dc.contributor.authorGroisman, Pablo
dc.contributor.authorRossi, Julio D.
dc.date.accessioned2021-08-18T12:50:55Z
dc.date.available2021-08-18T12:50:55Z
dc.date.issued2007-10-19
dc.description.abstractWe 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.
dc.description.departmentMathematics
dc.formatText
dc.format.extent9 pages
dc.format.medium1 file (.pdf)
dc.identifier.citationGroisman, P., & Rossi, J. D. (2007). Explosion time in stochastic differential equations with small diffusion. <i>Electronic Journal of Differential Equations, 2007</i>(140), pp. 1-9.
dc.identifier.issn1072-6691
dc.identifier.urihttps://hdl.handle.net/10877/14354
dc.language.isoen
dc.publisherTexas State University-San Marcos, Department of Mathematics
dc.rightsAttribution 4.0 International
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.sourceElectronic Journal of Differential Equations, 2007, San Marcos, Texas: Texas State University-San Marcos and University of North Texas.
dc.subjectExplosion
dc.subjectStochastic differential equations
dc.titleExplosion time in stochastic differential equations with small diffusion
dc.typeArticle

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