Chow, Pao-Liu; Khasminskii, Rafail - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 639-645
This paper is concerned with the problem of explosive solutions for a class of stochastic differential equations. Our main results are presented as two theorems. Theorem 1 is concerned with the existence of explosive solutions with positive probability under certain sufficient conditions. With...
