Explosion time in stochastic differential equations with small diffusion.

Groisman, Pablo, and Rossi, Julio D.. "Explosion time in stochastic differential equations with small diffusion.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2007 (2007): Paper No. 140, 9 p., electronic only-Paper No. 140, 9 p., electronic only. <http://eudml.org/doc/128830>.

@article{Groisman2007,
author = {Groisman, Pablo, Rossi, Julio D.},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {explosion; stochastic differential equations},
language = {eng},
pages = {Paper No. 140, 9 p., electronic only-Paper No. 140, 9 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {Explosion time in stochastic differential equations with small diffusion.},
url = {http://eudml.org/doc/128830},
volume = {2007},
year = {2007},
}

TY - JOUR
AU - Groisman, Pablo
AU - Rossi, Julio D.
TI - Explosion time in stochastic differential equations with small diffusion.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2007
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2007
SP - Paper No. 140, 9 p., electronic only
EP - Paper No. 140, 9 p., electronic only
LA - eng
KW - explosion; stochastic differential equations
UR - http://eudml.org/doc/128830
ER -