On the asymptotic behaviour of solutions of stochastic differential equations

N/A

related reading

• A Primer on Stochastic Partial Differential Equationsmath.utah.edu
• Stochastic Differential Equations, Deep Learning, and High-Dimensional PDEsmitmath.github.io
• Stochastic Partial Differential Equations: Classical and Newmi.fu-berlin.de
• Scalable Gradients for Stochastic Differential Equationsarxiv.org
• Stochastic Modified Equations and Dynamics of Stochastic Gradient Algorithms I: Mathematical Foundationsjmlr.org
• Stochastic dynamical systems - Scholarpediascholarpedia.org
• Functional Equations for the Stochastic Exponentialarxiv.org
• Stochastic Stability of Differential Equationslink.springer.com
• The Concentration of Invariant Measures for Stochastic Dynamical Systems with Locally Lipschitz Continuous Coefficients in R^darxiv.org
• A Review of Modern Stochastic Modeling: SDE/SPDE Numerics, Data-Driven Identification, and Generative Methods with Applications in Biology and Epidemiologyarxiv.org
• [2008.13092] Fundamental Solution to 1D Degenerate Diffusion Equation with Locally Bounded Coefficientsarxiv.org
• A Feynman-Kac Approach for the Spatial Derivative of the Solution to the Wick Stochastic Heat Equation Driven by Time Homogeneous White Noisearxiv.org