The convergence of stochastic differential equations to their linearisation in small noise limits

arXiv2309.16334MaRDI QIDQ6452977

John MacLean, Sanjeeva Balasuriya, Liam Blake

Publication date: 28 September 2023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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