Stochastic Equations with Discontinuous Drift

DOI10.2307/1995845zbMath0276.60058OpenAlexW4241906210MaRDI QIDQ4403098

Edward D. Conway

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/1995845

Mathematics Subject Classification ID

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

Related Items (6)

New fixed-time stability in probability lemmas of stochastic discontinuous systems and applications ⋮ Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift ⋮ Stochastically perturbed sliding motion in piecewise-smooth systems ⋮ Pathwise uniqueness for solutions of systems of stochastic differential equations ⋮ The Cauchy Problem for Degenerate Parabolic Equations with Discontinuous Drift ⋮ Stochastic equations and inclusions with mean derivatives and some applications

Cites Work

• Diffusion processes with continuous coefficients, I
• On the Asymptotic Behaviour of Solutions of a Differential Equation in Boundary Layer Theory
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