On limiting values of stochastic differential equations with small noise intensity tending to zero

DOI10.1016/j.bulsci.2008.12.005zbMath1178.60041OpenAlexW2086733645MaRDI QIDQ1017648

Youssef Ouknine, Marc Quincampoix, Rainer Buckdahn

Publication date: 12 May 2009

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2008.12.005

zbMATH Keywords

differential inclusionstochastic differential equationsFilippov solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60)

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