Khasminskii's lemma

GPTKB entity

Statements (12)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:appliesTo stochastic processes
gptkbp:field gptkb:probability_theory
https://www.w3.org/2000/01/rdf-schema#label Khasminskii's lemma
gptkbp:namedAfter gptkb:Rafail_Khasminskii
gptkbp:relatedTo gptkb:Itô_calculus
Lyapunov functions
gptkbp:sentence Provides a sufficient condition for the non-explosion of solutions to stochastic differential equations
gptkbp:usedFor proving existence and uniqueness of solutions
gptkbp:usedIn stochastic differential equations
gptkbp:bfsParent gptkb:Rafail_Khasminskii
gptkbp:bfsLayer 6