Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

DOI10.1007/978-3-319-44465-9_4zbMath1367.60085arXiv1404.2358OpenAlexW2554395540MaRDI QIDQ5270096

Dai Taguchi

Publication date: 22 June 2017

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.2358

zbMATH Keywords

stabilitystochastic differential equationsdiscontinuous drift

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (1)

Symmetrization associated with hyperbolic reflection principle

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