Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion

Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion

We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation with non-Lipschitz diffusion for a solution starting from arbitrary nonrandom positive point to stay positive. Some examples of application of the condition mentioned above are considered.

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Date:2008
Main Authors: Mishura, Y., Posashkova, S.
Format: Article
Language:English
Published: Інститут математики НАН України 2008
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/4570
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion / Y. Mishura, S. Posashkova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 77-88. — Бібліогр.: 6 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-4570
record_format dspace
spelling Mishura, Y.
Posashkova, S.
2009-12-07T15:35:29Z
2009-12-07T15:35:29Z
2008
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion / Y. Mishura, S. Posashkova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 77-88. — Бібліогр.: 6 назв.— англ.
0321-3900
https://nasplib.isofts.kiev.ua/handle/123456789/4570
We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation with non-Lipschitz diffusion for a solution starting from arbitrary nonrandom positive point to stay positive. Some examples of application of the condition mentioned above are considered.
en
Інститут математики НАН України
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
spellingShingle Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
Mishura, Y.
Posashkova, S.
title_short Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
title_full Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
title_fullStr Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
title_full_unstemmed Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
title_sort positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion
author Mishura, Y.
Posashkova, S.
author_facet Mishura, Y.
Posashkova, S.
publishDate 2008
language English
publisher Інститут математики НАН України
format Article
description We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation with non-Lipschitz diffusion for a solution starting from arbitrary nonrandom positive point to stay positive. Some examples of application of the condition mentioned above are considered.
issn 0321-3900
url https://nasplib.isofts.kiev.ua/handle/123456789/4570
citation_txt Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion / Y. Mishura, S. Posashkova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 77-88. — Бібліогр.: 6 назв.— англ.
work_keys_str_mv AT mishuray positivityofsolutionofnonhomogeneousstochasticdifferentialequationwithnonlipschitzdiffusion
AT posashkovas positivityofsolutionofnonhomogeneousstochasticdifferentialequationwithnonlipschitzdiffusion
first_indexed 2025-12-07T20:59:11Z
last_indexed 2025-12-07T20:59:11Z
_version_ 1850884648314339328

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