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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 599–606
(Mi tvp3403)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On moment estimates for the solution of a system of stochastic differential equations
V. A. Lebedev Moscow
Abstract:
For the weak solution of $n$-vector stochastic differential equation (1), the regularity, in the sense of [1], is proved under sufficient growth condition (4) for the coefficients. Under this condition some estimates for moments of the solution and its increments are also obtained.
Received: 03.12.1974
Citation:
V. A. Lebedev, “On moment estimates for the solution of a system of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 599–606; Theory Probab. Appl., 21:3 (1977), 586–593
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https://www.mathnet.ru/eng/tvp3403 https://www.mathnet.ru/eng/tvp/v21/i3/p599
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Abstract page: | 139 | Full-text PDF : | 72 |
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