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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 599–606 (Mi tvp3403)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On moment estimates for the solution of a system of stochastic differential equations

V. A. Lebedev

Moscow
Full-text PDF (443 kB) Citations (1)
Abstract: For the weak solution of $n$-vector stochastic differential equation (1), the regularity, in the sense of [1], is proved under sufficient growth condition (4) for the coefficients. Under this condition some estimates for moments of the solution and its increments are also obtained.
Received: 03.12.1974
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 3, Pages 586–593
DOI: https://doi.org/10.1137/1121069
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. A. Lebedev, “On moment estimates for the solution of a system of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 599–606; Theory Probab. Appl., 21:3 (1977), 586–593
Citation in format AMSBIB
\Bibitem{Leb76}
\by V.~A.~Lebedev
\paper On moment estimates for the solution of a~system of stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 3
\pages 599--606
\mathnet{http://mi.mathnet.ru/tvp3403}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=423524}
\zmath{https://zbmath.org/?q=an:0359.60077}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 3
\pages 586--593
\crossref{https://doi.org/10.1137/1121069}
Linking options:
  • https://www.mathnet.ru/eng/tvp3403
  • https://www.mathnet.ru/eng/tvp/v21/i3/p599
    • This publication is cited in the following 1 articles:
    1. V. A. Lebedev, “On the regularity of a solution of a stochastic equation with respect to a martingale and a random measure”, Theory Probab. Appl., 28:3 (1984), 610–615  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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