Theory and methods for random differential equations: a survey

• Marc Jornet ^[1]
  1. [1] Universitat de València

     Universitat de València

     Valencia, España

     
• Localización: SeMA Journal: Boletín de la Sociedad Española de Matemática Aplicada, ISSN-e 2254-3902, ISSN 2254-3902, Vol. 80, Nº. 4, 2023, págs. 549-579
• Idioma: inglés
• DOI: 10.1007/s40324-022-00314-0
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• Resumen

  • In this survey, we present an overview of random differential equations, focusing on strong solutions and methods for estimation of statistics and densities. We combine classical and recent literature on the subject, making special emphasis on topics for which review works are still lacking.