Explosion and asymptotic behavior of nonlinear Ito type stochastic integrodifferential equations

M. G. Murge; B. G. Pachpatte

doi:10.2996/kmj/1138037145

Kodai Mathematical Journal

Online ISSN : 1881-5472
Print ISSN : 0386-5991
ISSN-L : 0386-5991

Explosion and asymptotic behavior of nonlinear Ito type stochastic integrodifferential equations

M. G. Murge, B. G. Pachpatte

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Keywords: Explosion, Asymptotic behavior, Ito type stochastic integrodifferential equations, infinite explosion time, concave functions, stochastic integral isometry and Jenson's inequality

JOURNAL FREE ACCESS

1986 Volume 9 Issue 1 Pages 1-18

DOI https://doi.org/10.2996/kmj/1138037145

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Abstract

The present paper deals with the study of explosion and growth order of solutions of a general class of Ito-type stochastic integrodifferential equations which contain as a special case the study of Ito type stochastic differential equations. Sufficient conditions for infinite explosion time and asymptotic behavior of solutions are investigated.

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