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Spiking and collapsing in large noise limits of SDEs - MaRDI portal

Spiking and collapsing in large noise limits of SDEs

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Publication:6103973

DOI10.1214/22-aap1819arXiv1810.05629OpenAlexW2895934396MaRDI QIDQ6103973

Joseph Najnudel, Clément Pellegrini, Raphaël Chetrite, Cédric Bernardin, Reda Chhaibi

Publication date: 5 June 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.05629




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