Approximate solutions for multiple stochastic equations with respect to semimartingales (Q1368795): Difference between revisions
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| Property / author: Constantin Tudor / rank | |||
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| Property / author: Maria Tudor / rank | |||
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| Property / author: Constantin Tudor / rank | |||
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| Property / author: Maria Tudor / rank | |||
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| Property / cites work: Q3884916 / rank | |||
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| Property / cites work: Multiple Wiener integral / rank | |||
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| Property / cites work: Approximate solutions for a class of stochastic evolution equations with variable delays / rank | |||
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| Property / cites work: Apporoximate solutions for stochastic differential equations with pathwise uniqueness / rank | |||
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| Property / cites work: Q3678402 / rank | |||
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Latest revision as of 19:12, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate solutions for multiple stochastic equations with respect to semimartingales |
scientific article |
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Approximate solutions for multiple stochastic equations with respect to semimartingales (English)
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30 August 1998
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Summary: We investigate different types of approximations for a class of multiple stochastic equations driven by semimartingales. This class includes in particular integro-differential equations and Volterra stochastic equations.
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multiple stochastic integrals
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approximation schemes of stochastic equations
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