Limit Theorems for Stochastic Differential Equations with Discontinuous Coefficients

DOI10.1137/10078952XzbMath1227.60077OpenAlexW2067597124MaRDI QIDQ3174604

Jie Ren, Xicheng Zhang

Publication date: 11 October 2011

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/10078952x

zbMATH Keywords

stochastic differential equationlimit theoremDiPerna-Lions theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discontinuous ordinary differential equations (34A36)

Related Items (6)

Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ A support theorem for stochastic differential equations driven by a fractional Brownian motion ⋮ Stochastic Lagrangian particle approach to fractal Navier-Stokes equations ⋮ Support theorem for stochastic differential equations with Sobolev coefficients ⋮ Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations

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