The Peano phenomenon for Itō equations
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Publication:378024
DOI10.1007/S10958-013-1407-5zbMATH Open1279.60072OpenAlexW1973743673MaRDI QIDQ378024FDOQ378024
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
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Ordinary differential equations.
- On weak uniqueness for some diffusions with discontinuous coefficients
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
- Small random perturbations of peano phenomena
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- On limiting values of stochastic differential equations with small noise intensity tending to zero
- A singular large deviations phenomenon
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Cited In (7)
- Peano phenomenon and large deviations
- On the uniqueness of solutions to continuity equations
- 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
- 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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