Approximation of ordinary differential equations by stochastic differential equations

DOI10.1007/BF01157471zbMath0536.60072MaRDI QIDQ792009

Alexander Yu. Veretennikov

Publication date: 1983

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

maximum and minimum solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

A selection procedure for extracting the unique Feller weak solution of degenerate diffusions ⋮ Generalized Peano problem with Lévy noise

Cites Work

• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Diffusion processes in a small time interval
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