Limit Theorems for Stochastic Differential Equations with Discontinuous Coefficients

DOI10.1137/10078952XMaRDI QIDQ3174604zbMATH OpenOpenAlexFDO

Authors Jie Ren, Xicheng Zhang

Publication date 11 October 2011

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/10078952x

zbMATH Keywords

stochastic differential equationlimit theoremDiPerna-Lions theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discontinuous ordinary differential equations (34A36)

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(8)

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