Asymptotic analysis of unstable solutions of stochastic differential equations

DOI10.1007/978-3-030-41291-3zbMath1456.60002OpenAlexW3021199151MaRDI QIDQ1986987

Grigori L. Kulinich, Yuliya S. Mishura, Svitlana V. Kushnirenko

Publication date: 9 April 2020

Published in: Bocconi \& Springer Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-41291-3

zbMATH Keywords

Brownian motionstochastic differential equationsunstable solutions

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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