Some estimates on exponentials of solutions to stochastic differential equations.

Yong, Jiongmin

Displaying similar documents to “Some estimates on exponentials of solutions to stochastic differential equations.”

A general analytical result for non-linear SPDE's and applications.

Denis, Laurent, Stoica, L. (2004)

Electronic Journal of Probability [electronic only]

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Existence of blowup solutions for nonlinear problems with a gradient term.

Toumi, Faten (2006)

International Journal of Mathematics and Mathematical Sciences

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On Lyapunov-type inequalities for two-dimensional nonlinear partial systems.

Chen, Lian-Ying, Zhao, Chang-Jian, Cheung, Wing-Sum (2010)

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Oscillation and nonoscillation of two terms linear and half-linear equations of higher order.

Oinarov, R., Rakhimova, S.Y. (2010)

Electronic Journal of Qualitative Theory of Differential Equations [electronic only]

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Integral equivalence between a nonlinear system and its nonlinear perturbation

Alexander Haščák (1984)

Mathematica Slovaca

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On the existence of nonnegative radial solutions for p-Laplacian elliptic systems

Daqing Jiang, Huizhao Liu (1999)

Annales Polonici Mathematici

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The existence of nonnegative radial solutions for some systems of m (m ≥ 1) quasilinear elliptic equations is proved by a simple application of a fixed point theorem in cones.

Resolvents, integral equations, limit sets

Theodore Allen Burton, D. P. Dwiggins (2010)

Mathematica Bohemica

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In this paper we study a linear integral equation $x (t) = a (t) - \int_{0}^{t} C (t, s) x (s) d s$ , its resolvent equation $R (t, s) = C (t, s) - \int_{s}^{t} C (t, u) R (u, s) d u$ , the variation of parameters formula $x (t) = a (t) - \int_{0}^{t} R (t, s) a (s) d s$ , and a perturbed equation. The kernel, $C (t, s)$ , satisfies classical smoothness and sign conditions assumed in many real-world problems. We study the effects of perturbations of $C$ and also the limit sets of the resolvent. These results lead us to the study of nonlinear perturbations.

A necessary and sufficient condition for uniqueness of solutions of singular differential inequalities.

Lair, Alan V. (1990)

International Journal of Mathematics and Mathematical Sciences

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