Errata to Stochastic explosion and non-uniqueness for $α$-Riccati equation

Radu Dascaliuc; Tuan N. Pham; Enrique A. Thomann; Edward C. Waymire

doi:10.1016/j.jmaa.2023.127420

paper

Errata to Stochastic explosion and non-uniqueness for $α$ -Riccati equation

arXiv:2303.05482 · doi:10.1016/j.jmaa.2023.127420

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.

Errata to Stochastic explosion and non-uniqueness for α-Riccati equation

Abstract

Errata to Stochastic explosion and non-uniqueness for $α$ -Riccati equation