The limit stochastic equation changes type

MaRDI QIDQ5430658zbMATH OpenFDO

Authors S. Ya. Makhno

Publication date 16 December 2007

zbMATH Keywords

limit processlocal timestochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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• scientific article; zbMATH DE number 18822

Cited in

(1)

• On weak convergence of stochastic differential equations with irregular coefficients

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