Diffusion approximations of Markovian solutions to discontinuous ODEs
DOI10.1007/S10884-023-10250-WzbMATH Open1546.34024MaRDI QIDQ6567199
Khai T. Nguyen, Marco Mazzola, Alberto Bressan
Publication date: 4 July 2024
Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Markov semigroups and applications to diffusion processes (47D07) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Discontinuous ordinary differential equations (34A36)
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