Continuous dependence and time change for Ito equations

DOI10.1016/0022-0396(85)90001-4zbMath0535.60051OpenAlexW2167282130MaRDI QIDQ791229

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)

Cites Work

• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• On the solutions of certain integral-like operator equations. Existence, uniqueness and dependence theorems
• Continuous dependence of solutions of differential equations on a parameter
• On Some Extremal Problems in the Theory of Differential Equations with Applications to the Theory of Optimal Control
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