On a selection problem for small noise perturbation in the multidimensional case
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Publication:4561040
DOI10.1142/S0219493718500454zbMath1417.60052arXiv1510.00966OpenAlexW2964075459MaRDI QIDQ4561040
Frank Norbert Proske, Andrey Yu. Pilipenko
Publication date: 10 December 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.00966
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularity of solutions in optimal control (49N60)
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