On limiting values of stochastic differential equations with small noise intensity tending to zero
暂无分享,去创建一个
[1] A. Zvonkin. A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT , 1974 .
[2] T. O’Neil. Geometric Measure Theory , 2002 .
[3] Shouchuan Hu. Differential equations with discontinuous right-hand sides☆ , 1991 .
[4] K. Deimling. Multivalued Differential Equations , 1992 .
[5] P. Baldi,et al. Small random perturbations of peano phenomena , 1982 .
[6] L. Evans. Measure theory and fine properties of functions , 1992 .
[7] Michael Frazier,et al. Studies in Advanced Mathematics , 2004 .
[8] M. Yor,et al. Continuous martingales and Brownian motion , 1990 .
[9] A. Veretennikov. Approximation of ordinary differential equations by stochastic differential equations , 1983 .
[10] B. Roynette,et al. A singular large deviations phenomenon , 2001 .
[11] D. W. Stroock,et al. Multidimensional Diffusion Processes , 1979 .
[12] Aleksej F. Filippov,et al. Differential Equations with Discontinuous Righthand Sides , 1988, Mathematics and Its Applications.