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Math Help - Exploding SDE

  1. #1
    Junior Member
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    Exploding SDE

    Hi!

    I'm looking for an SDE that always explodes and one SDE such that the fact whether it explodes or not depends on its starting value X(0).
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  2. #2
    A Plied Mathematician
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    What is an SDE? Presumably "________" Differential Equation, but I don't know what the S stands for.
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  3. #3
    MHF Contributor
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    Maybe Stochastic.
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