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ANNALES Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae
Sectio Computatorica

Volumes » Volume 41 (2013)

https://doi.org/10.71352/ac.41.025

Unbounded solutions of stochastic differential equations with time-dependent coefficients

O.I. Klesov and O.A. Tymoshenko

Abstract. Some sufficient conditions are given under which a solution of a stochastic differential equation is unbounded as \(t\to\infty\).

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