scientific article; zbMATH DE number 3905598

MaRDI QIDQ3683309zbMATH OpenFDO

Authors V. A. Shalaumov

Publication date 1981

zbMATH Keywords

approximation of a diffusion processperiodic coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(2)

• On diffusion approximation with discountinuous coefficients.
• A continued-fraction approach for transient diffusion in unbounded medium

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