Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative
noise, with widespread applications in several fields, eg, in finance, in physics, and biology …

The solutions of stochastic differential equations arising in biology, finance and so on often
have positivity. However, numerical solutions by the standard schemes often fail to satisfy …

In this paper we use a comparison theorem for integral equations to show that the classical
Osgood criterion can be applied to solutions of integral equations of the form Here, g is a …

In this work, we prove a generalization of Osgood's test for the explosion of the solutions of
initial-value problems. We also establish a comparison criterion for the solution of integral …

In this paper, we first study the existence and uniqueness of solutions to the stochastic
differential equations driven by fractional Brownian motion with non-Lipschitz coefficients …

En este trabajo, se presentan dos modelos epidemiológicos con perturbación aleatoria,
basados en los modelos epidemiológicos deterministas de tipo SIS y SEIR. Se discute la …

Wave equations describing a wide variety of wave phenomena are commonly seen in
mathematical physics. The inclusion of a noise term in a deterministic wave equation allows …

The aim of this thesis is to obtain applicable results for pricing and hedging interest-rate-
sensitive contingent claims in the presence of multiple yield curves in a single currency or …

We consider the blow-up problems of the power type of stochastic differential equation, dX=
αXp (t) dt+ Xq (t) dW (t) dX= αXp (t) dt+ Xq (t) dW (t). It has been known that there exists a …

Full article: Continuity of the Explosion Time in Stochastic Differential Equations Skip to Main
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