Diffusion approximations of Markovian solutions to discontinuous ODEs
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Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Discontinuous ordinary differential equations (34A36) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)
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Cites work
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- scientific article; zbMATH DE number 3456236 (Why is no real title available?)
- scientific article; zbMATH DE number 3245741 (Why is no real title available?)
- A note on generalized flows
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- A uniqueness result for the continuity equation in two dimensions
- A uniqueness result for the decomposition of vector fields in \(\mathbb{R}^d\)
- Approximation of set valued functions and fixed point theorems
- Differential equations with discontinuous right-hand side
- MARKOV ATTRACTORS: A PROBABILISTIC APPROACH TO MULTIVALUED FLOWS
- Multivalued Differential Equations and Ordinary Differential Equations
- Non-uniqueness and prescribed energy for the continuity equation
- Non-uniqueness for the transport equation with Sobolev vector fields
- On the one-dimensional continuity equation with a nearly incompressible vector field
- On vector fields as generators of flows: A counterexample to Nelson's conjecture
- Ordinary differential equations, transport theory and Sobolev spaces
- Smooth approximation is not a selection principle for the transport equation with rough vector field
- Stochastic differential equations. An introduction with applications.
- The differential equation x=fox
- Transport equation and Cauchy problem for BV vector fields
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