Limit Theorems for Stochastic Differential Equations with Discontinuous Coefficients
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Publication:3174604
DOI10.1137/10078952XzbMath1227.60077MaRDI QIDQ3174604
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
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34A36: Discontinuous ordinary differential equations
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