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Topic:
Explosion, Comparison Theorems and Boundary Classification
Worked Problems on Explosion and Boundary Behavior
Using Comparison to Bound Hitting Times and Explosion
The Scalar SDE Comparison Theorem
Scale Functions and Speed Measures for One-Dimensional Diffusions
Feller’s Test for Finite-Time Explosion
Feller’s Criteria for Classifying Diffusion Boundaries
Explosion Tests for Superlinear Drift Diffusions
Exit Probabilities and Mean Exit Times on Bounded Intervals
Boundary Classification for Brownian, Ornstein–Uhlenbeck, and Bessel Diffusions