Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 599-606
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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/
@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/}
}
TY - JOUR
AU - V. A. Lebedev
TI - On moment estimates for the solution of a system of stochastic differential equations
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1976
SP - 599
EP - 606
VL - 21
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a10/
LA - ru
ID - TVP_1976_21_3_a10
ER -
%0 Journal Article
%A V. A. Lebedev
%T On moment estimates for the solution of a system of stochastic differential equations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 599-606
%V 21
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a10/
%G ru
%F TVP_1976_21_3_a10
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.
