Let be two globally Lipschitz continuous functions. If (f) is bounded, then (h(x):=f(x) g(x)) is locally Lipschitz
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Let
be two globally Lipschitz continuous functions. If \(f\) is bounded, then \(h(x):=f(x) g(x)\) is locally Lipschitz continuous and at most linearly growing.
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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