The Peano phenomenon for Itō equations

DOI10.1007/S10958-013-1407-5MaRDI QIDQ378024zbMATH OpenOpenAlexFDO

Authors Ivan G. Krykun, S. 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 equationsPeano phenomenonweak convergence of measures

Mathematics Subject Classification ID

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

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• A singular large deviations phenomenon
• On limiting values of stochastic differential equations with small noise intensity tending to zero
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
• On weak uniqueness for some diffusions with discontinuous coefficients
• Ordinary differential equations.
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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Cited in

(10)

• Peano phenomenon and large deviations
• On the uniqueness of solutions to continuity equations
• Peano phenomenon for stochastic equations with local time
• On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients
• On weak convergence of stochastic differential equations with irregular coefficients
• Generalized Peano problem with Lévy noise
• The transition point in the zero noise limit for a 1D Peano example
• Analogue of Peano phenomenon for stochastic equations with local time
• A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
• On a selection problem for small noise perturbation in the multidimensional case

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