Geodesic
On moment estimates for the solution of a system of stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 599-606 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
@article{TVP_1976_21_3_a10,
     author = {V. A. Lebedev},
     title = {On moment estimates for the solution of a~system of stochastic differential equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {599--606},
     year = {1976},
     volume = {21},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a10/}
}
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V. A. Lebedev. On moment estimates for the solution of a system of stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 599-606. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a10/