Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion

dc.contributor.author	Mishura, Y.
dc.contributor.author	Posashkova, S.
dc.date.accessioned	2009-12-07T15:35:29Z
dc.date.available	2009-12-07T15:35:29Z
dc.date.issued	2008
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4570
dc.description.abstract	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_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US