Exit boundaries of multidimensional SDEs

DOI10.1214/19-ECP231zbMath1433.60038arXiv1902.06735MaRDI QIDQ2422715

Russell Lyons

Publication date: 20 June 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.06735

zbMATH Keywords

singularLipschitzinaccessible

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

A note about the invariance of the basic reproduction number for stochastically perturbed SIS models

Cites Work

• Singular stochastic differential equations.

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