Comparison between solutions of SDEs and ODEs

DOI10.1016/0304-4149(88)90082-8zbMath0661.60072OpenAlexW1983595404MaRDI QIDQ1113197

S. H. Smith

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90082-8

zbMATH Keywords

stochastic differential equationscontinuous semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites Work

• On the asymptotic behaviour of solutions of stochastic differential equations
• Law of the iterated logarithm for solutions of stochastic differential equations
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