|
|||||
|
|
On Regularization by a Small Noise of Multidimensional Odes with Non-Lipschitz Coefficients |
|
| Authors: | Kulik A. Pilipenko A. |
| Affiliation: | 1.Wroclaw University of Science and Technology, Wroclaw, Poland ;2.Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukraine ;3.National Technical University of Ukraine “I. Sikorsky Kyiv Polytechnic Institute”, Kyiv, Ukraine ; |
| Abstract: | Ukrainian Mathematical Journal - We solve a selection problem for multidimensional SDE dX(t) = a(X??(t)) dt + ??σ(X??(t)) dW(t), where the drift and... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |