Generalized Peano problem with Lévy noise

DOI10.1214/20-ECP365zbMath1477.60090MaRDI QIDQ2064885

Ilya Pavlyukevitch, Andrey Yu. Pilipenko

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationselection problemnon-uniquenessLévy processPeano theoremirregular driftzero noise limit

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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