The Peano phenomenon for Itō equations

DOI10.1007/s10958-013-1407-5zbMath1279.60072OpenAlexW1973743673MaRDI QIDQ378024

Ivan G. Krykun, Sergei Ya. Makhno

Publication date: 20 November 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1407-5

zbMATH Keywords

stochastic equationsweak convergence of measuresPeano phenomenon

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

On a selection problem for small noise perturbation in the multidimensional case ⋮ On weak convergence of stochastic differential equations with irregular coefficients ⋮ A selection procedure for extracting the unique Feller weak solution of degenerate diffusions ⋮ On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients ⋮ Generalized Peano problem with Lévy noise ⋮ On the uniqueness of solutions to continuity equations

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• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Small random perturbations of peano phenomena
• Ordinary Differential Equations
• A singular large deviations phenomenon

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