Stochastic Equations with Discontinuous Drift

DOI10.2307/1995845MaRDI QIDQ4403098zbMATH OpenOpenAlexFDO

Authors Edward D. Conway

Publication date 1971

Full work available at URL https://doi.org/10.2307/1995845

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• Diffusion processes with continuous coefficients, I
• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
• scientific article; zbMATH DE number 3124312 (Why is no real title available?)
• scientific article; zbMATH DE number 3224758 (Why is no real title available?)
• On the Asymptotic Behaviour of Solutions of a Differential Equation in Boundary Layer Theory

Cited in

(6)

• Pathwise uniqueness for solutions of systems of stochastic differential equations
• Stochastic equations and inclusions with mean derivatives and some applications
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
• The Cauchy Problem for Degenerate Parabolic Equations with Discontinuous Drift
• Stochastically perturbed sliding motion in piecewise-smooth systems
• New fixed-time stability in probability lemmas of stochastic discontinuous systems and applications

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