Continuous dependence and time change for Ito equations

DOI10.1016/0022-0396(85)90001-4MaRDI QIDQ791229zbMATH OpenOpenAlexFDO

Authors Constantin Vârsan

Publication date 1985

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(85)90001-4

zbMATH Keywords

invariantstime changecontinuity property with respect to drift terms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cited in

(2)

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