Explosion time in stochastic differential equations with small diffusion

Autores
Groisman, Pablo Jose; Rossi, Julio Daniel
Año de publicación
2007
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We consider solutions of a one dimensional stochastic differential equations that explode in finite time. We prove that, under suitable hypotheses, the explosion time converges almost surely to the one of the ODE governed by the drift term when the diffusion coefficient approaches zero.
Fil: Groisman, Pablo Jose. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Fil: Rossi, Julio Daniel. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/128378
Acceder
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spelling Explosion time in stochastic differential equations with small diffusionGroisman, Pablo JoseRossi, Julio Danielhttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We consider solutions of a one dimensional stochastic differential equations that explode in finite time. We prove that, under suitable hypotheses, the explosion time converges almost surely to the one of the ODE governed by the drift term when the diffusion coefficient approaches zero.Fil: Groisman, Pablo Jose. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; ArgentinaFil: Rossi, Julio Daniel. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaTexas State University. Department of Mathematics2007-12info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/128378Groisman, Pablo Jose; Rossi, Julio Daniel; Explosion time in stochastic differential equations with small diffusion; Texas State University. Department of Mathematics; Electronic Journal of Differential Equations; 2007; 12-2007; 1-91072-6691CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://ejde.math.txstate.edu/Volumes/2007/140/abstr.htmlinfo:eu-repo/semantics/altIdentifier/url/https://ejde.math.txstate.edu/Volumes/2007/140/groisman.pdfinfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T10:07:03Zoai:ri.conicet.gov.ar:11336/128378instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 10:07:03.355CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Explosion time in stochastic differential equations with small diffusion
title Explosion time in stochastic differential equations with small diffusion
spellingShingle Explosion time in stochastic differential equations with small diffusion
Groisman, Pablo Jose
title_short Explosion time in stochastic differential equations with small diffusion
title_full Explosion time in stochastic differential equations with small diffusion
title_fullStr Explosion time in stochastic differential equations with small diffusion
title_full_unstemmed Explosion time in stochastic differential equations with small diffusion
title_sort Explosion time in stochastic differential equations with small diffusion
dc.creator.none.fl_str_mv Groisman, Pablo Jose
Rossi, Julio Daniel
author Groisman, Pablo Jose
author_facet Groisman, Pablo Jose
Rossi, Julio Daniel
author_role author
author2 Rossi, Julio Daniel
author2_role author
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv We consider solutions of a one dimensional stochastic differential equations that explode in finite time. We prove that, under suitable hypotheses, the explosion time converges almost surely to the one of the ODE governed by the drift term when the diffusion coefficient approaches zero.
Fil: Groisman, Pablo Jose. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Fil: Rossi, Julio Daniel. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
description We consider solutions of a one dimensional stochastic differential equations that explode in finite time. We prove that, under suitable hypotheses, the explosion time converges almost surely to the one of the ODE governed by the drift term when the diffusion coefficient approaches zero.
publishDate 2007
dc.date.none.fl_str_mv 2007-12
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/128378
Groisman, Pablo Jose; Rossi, Julio Daniel; Explosion time in stochastic differential equations with small diffusion; Texas State University. Department of Mathematics; Electronic Journal of Differential Equations; 2007; 12-2007; 1-9
1072-6691
CONICET Digital
CONICET
url http://hdl.handle.net/11336/128378
identifier_str_mv Groisman, Pablo Jose; Rossi, Julio Daniel; Explosion time in stochastic differential equations with small diffusion; Texas State University. Department of Mathematics; Electronic Journal of Differential Equations; 2007; 12-2007; 1-9
1072-6691
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://ejde.math.txstate.edu/Volumes/2007/140/abstr.html
info:eu-repo/semantics/altIdentifier/url/https://ejde.math.txstate.edu/Volumes/2007/140/groisman.pdf
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Texas State University. Department of Mathematics
publisher.none.fl_str_mv Texas State University. Department of Mathematics
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 13.070432

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