Timeline for Stability of stochastic differential equations
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| 4 hours ago | comment | added | Akira | @RobertWegner Maybe you can check Theorem 1.1(2) of this paper. | |
| 4 hours ago | comment | added | Robert Wegner | Thank you! That's a good start. Only problem is I am working with a Brownian motion conditioned to stay in [-R, R], so there is a singular drift term, i.e. not Lipschitz continuous. But maybe I will find a way to still apply this argument! | |
| 4 hours ago | history | answered | user479223 | CC BY-SA 4.0 |