Asymptotic expansions for SDE's with small multiplicative noise
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Publication:2253854
DOI10.1016/j.spa.2014.09.009zbMath1322.60082arXiv1312.2324OpenAlexW1963751536MaRDI QIDQ2253854
Boubaker Smii, Sergio A. Albeverio
Publication date: 13 February 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.2324
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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