No explosion criteria for stochastic differential equations

Kiyomasa NARITA

doi:10.2969/jmsj/03420191

Kiyomasa NARITA

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ジャーナルフリー

1982 年 34 巻 2 号 p. 191-203

DOI https://doi.org/10.2969/jmsj/03420191

詳細

Published: 1982 Received: 1979/07/26 Available on J-STAGE: 2006/10/20 Accepted: - Advance online publication: - Revised: -
訂正情報
訂正日: 2006/10/20 訂正理由: - 訂正箇所: 引用文献情報訂正内容: Wrong : 1) A. Friedman, Stochastic Differential Equations and Applications, vol. 1, Academic Press, New York, 1975.
2) J.A. Goldstein, Second order Ito processes, Nagoya Math. J., 36 (1969), 27-63.
3) R.Z. Hasminskii, Stability of Systems of Differential Equations in the Presence of Random Disturbances (In Russian), Nauka, Moscow, 1969.
4) N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, Kodansha, Tokyo, 1981.
5) J.P. LaSalle and S. Lefschetz, Stability by Liapunov's Direct Method with Applications, Academic Press, New York, 1961.
6) H.P. Jr., McKean, Stochastic Integrals, Academic Press, New York, 1969.
7) K. Narita, Remarks on explosion of inhomogeneous diffusion processes, Sci. Rep. Tokyo Kyoiku Daigaku Sect. A, 11 (1972), 235-244.
8) K. Narita, Sufficient conditions for no explosion of inhomogeneous diffusion processes, Sci. Rep. Tokyo Kyoiku Daigaku Sect. A, 12 (1973), 95-100.
9) W.C. Peterson, Generalized Liapunov functions, J. Math. Anal. Appl., 66 (1978), 333-338.
10) T. Yoshizawa, Stability Theory by Liapunov's Second Method, Publication No. 9, The Mathematical Society of Japan, Tokyo, 1966.

Right : [1] A. Friedman, Stochastic Differential Equations and Applications, vol. 1, Academic Press, New York, 1975.
[2] J. A. Goldstein, Second order Ito processes, Nagoya Math. J., 36 (1969), 27-63.
[3] R. Z. Hasminskii, Stability of Systems of Differential Equations in the Presence of Random Disturbances (In Russian), Nauka, Moscow, 1969.
[4] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, Kodansha, Tokyo, 1981.
[5] J. P. LaSalle and S. Lefschetz, Stability by Liapunov's Direct Method with Applications, Academic Press, New York, 1961.
[6] H. P. Jr., McKean, Stochastic Integrals, Academic Press, New York, 1969.
[7] K. Narita, Remarks on explosion of inhomogeneous diffusion processes, Sci. Rep. Tokyo Kyoiku Daigaku Sect. A, 11 (1972), 235-244.
[8] K. Narita, Sufficient conditions for no explosion of inhomogeneous diffusion processes, Sci. Rep. Tokyo Kyoiku Daigaku Sect. A, 12 (1973), 95-100.
[9] W. C. Peterson, Generalized Liapunov functions, J. Math. Anal. Appl., 66 (1978), 333-338.
[10] T. Yoshizawa, Stability Theory by Liapunov's Second Method, Publication No. 9, The Mathematical Society of Japan, Tokyo, 1966.

訂正日: 2006/10/20 訂正理由: - 訂正箇所: PDFファイル訂正内容: -

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