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 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| 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| _version_ | 1862749272498241536 |
|---|---|
| author | Mishura, Y. Posashkova, S. |
| author_facet | Mishura, Y. Posashkova, S. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-12-07T20:59:11Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4570 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T20:59:11Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| 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 |
| spellingShingle | Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion Mishura, Y. Posashkova, S. |
| title | 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_short | 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 |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4570 |
| work_keys_str_mv | AT mishuray positivityofsolutionofnonhomogeneousstochasticdifferentialequationwithnonlipschitzdiffusion AT posashkovas positivityofsolutionofnonhomogeneousstochasticdifferentialequationwithnonlipschitzdiffusion |