Diffusion approximations of Markovian solutions to discontinuous ODEs
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Publication:6567199
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?)
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- Multivalued Differential Equations and Ordinary Differential Equations
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- Non-uniqueness for the transport equation with Sobolev vector fields
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- 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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