INVESTIGADORES
FERNANDEZ BONDER Julian
artículos
Título:
Continuity of the explosion time in stochastic differential equations
Autor/es:
J. FERNÁNDEZ BONDER; P. GROISMAN; ROSSI, JULIO DANIEL
Revista:
STOCHASTIC ANALYSIS AND APPLICATIONS
Editorial:
TAYLOR & FRANCIS INC
Referencias:
Año: 2009 vol. 27 p. 984 - 999
ISSN:
0736-2994
Resumen:
Stochastic ordinary differential equations may have solutions that explode in finite time. In this article we prove the continuity of the explosion time with respect to the different parameters appearing in the equation, such as the initial datum, the drift, and the diffusion.
