All Questions

Let $W$ be a standard $d$-dimensional Brownian motion. Suppose $b: \mathbb R^d \to \mathbb R^d$ is measurable and bounded. Consider, for every $\varepsilon > 0$, the solution $X^\varepsilon$ on $[0,...

Fix $\epsilon>0$ and let $(\Omega,\mathcal{F},\mathcal{F}_t,\mathbb{P})$ be a stochastic base, and let $f:\mathbb{R}^n\to \mathbb{R}^n$ be a continous function with $f(0)=0$. Is there a family of ...