Explosion and asymptotic behavior of nonlinear Itô type stochastic integro-differential equations
M. G. Murge, B. G. Pachpatte · Kodai Mathematical Journal · 1986
The present paper deals with the study of explosion and growth order of solutions of a general class of Itό-type stochastic integrodifferential equations which contain as a special case the study of Itδ type stochastic differential equations.Sufficient conditions for infinite explosion time and asymptotic behavior of solutions are investigated.