Errata to Stochastic explosion and non-uniqueness for $\alpha$-Riccati equation
Probability
2023-08-08 v3
Abstract
An error occurs in a part of the statement and proof of Proposition 2.2 in Jour. Math. Anal. and Appl., 476, (2019), 53-85 that is corrected in this erratum. The revised result reveals a new and unexpected critical phenomenon, having further implications for non-uniqueness of solutions to a nonlinear differential equation of the Riccati type.
Keywords
Cite
@article{arxiv.2303.05482,
title = {Errata to Stochastic explosion and non-uniqueness for $\alpha$-Riccati equation},
author = {Radu Dascaliuc and Tuan N. Pham and Enrique A. Thomann and Edward C. Waymire},
journal= {arXiv preprint arXiv:2303.05482},
year = {2023}
}