Continuity of the Explosion Time in Stochastic Differential Equations |
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| Authors: | Julian Fernández Bonder Julio D. Rossi |
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| Affiliation: | 1. Departamento de Matemática, FCEyN , Universidad de Buenos Aires , Buenos Aires, Argentina;2. IMDEA Matematicas , Madrid, Spain |
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| Abstract: | ![]()
Abstract Stochastic ordinary differential equations may have solutions that explode in finite time. In this article we prove the continuity of the explosion time with respect to the different parameters appearing in the equation, such as the initial datum, the drift, and the diffusion. |
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| Keywords: | Explosion Stochastic differential equations |
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