Stochastic spikes and strong noise limits of stochastic differential equations

DOI10.1007/s00023-018-0645-yzbMath1391.60073arXiv1705.08163OpenAlexW3104057635MaRDI QIDQ1742398

Denis Bernard, Michel Bauer

Publication date: 11 April 2018

Published in: Annales Henri Poincaré (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.08163

zbMATH Keywords

stochastic differential equationSkorohod's lemmaspiky trajectories

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (4)

Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems ⋮ Spiking and collapsing in large noise limits of SDEs ⋮ On Doob h-transformations for finite-time quantum state reduction ⋮ Emergence of jumps in quantum trajectories via homogenization

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