Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
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| Creator |
Mishura, Y.
Posashkova, S. |
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| Description |
We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation with non-Lipschitz diffusion for a solution starting from arbitrary nonrandom positive point to stay positive. Some examples of application of the condition mentioned above are considered.
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| Date |
2009-12-07T15:35:29Z
2009-12-07T15:35:29Z 2008 |
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| Type |
Article
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| Identifier |
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion / Y. Mishura, S. Posashkova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 77-88. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4570 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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