Applied Mathematics

Vol.4 No.1(2013), Paper ID 27226, 9 pages

DOI:10.4236/am.2013.41023

 

An Upper Bound for Conditional Second Moment of the Solution of a SDE

 

Andriy Yurachkivsky

 

Cybernetics Department, Taras Shevchenko National University, Kyiv, Ukraine

 

Copyright © 2013 Andriy Yurachkivsky et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

A. Yurachkivsky, "An Upper Bound for Conditional Second Moment of the Solution of a SDE," Applied Mathematics, Vol. 4 No. 1, 2013, pp. 135-143. doi: 10.4236/am.2013.41023.
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