Limit Theorems for Stochastic Differential Equations with Discontinuous Coefficients

DOI10.1137/10078952XzbMATH Open1227.60077OpenAlexW2067597124MaRDI QIDQ3174604FDOQ3174604

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

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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)

Cited In (8)

• Support theorem for stochastic differential equations with Sobolev coefficients
• Stochastic Lagrangian particle approach to fractal Navier-Stokes equations
• Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
• L^p-estimates for stochastic pdes with discontinuous coefficients
• A support theorem for stochastic differential equations driven by a fractional Brownian motion
• Title not available (Why is that?)
• Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
• Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations

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