Diffusion approximation for fully coupled stochastic differential equations
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Publication:2039430
DOI10.1214/20-AOP1475zbMath1487.60117arXiv2008.04817OpenAlexW3149341454WikidataQ115240798 ScholiaQ115240798MaRDI QIDQ2039430
Publication date: 2 July 2021
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.04817
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30)
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