On the behaviour of the solution of a stochastic equation with unbounded drift

DOI10.1007/BF01104052zbMath0718.60062MaRDI QIDQ2639426

Sergei Ya. Makhno

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationweak convergence

Mathematics Subject Classification ID

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

Cites Work

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