Approximate solutions for multiple stochastic equations with respect to semimartingales (Q1368795): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3884916 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Wiener integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate solutions for a class of stochastic evolution equations with variable delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Apporoximate solutions for stochastic differential equations with pathwise uniqueness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3678402 / rank
 
Normal rank

Latest revision as of 18:12, 27 May 2024

scientific article
Language Label Description Also known as
English
Approximate solutions for multiple stochastic equations with respect to semimartingales
scientific article

    Statements

    Approximate solutions for multiple stochastic equations with respect to semimartingales (English)
    0 references
    30 August 1998
    0 references
    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.
    0 references
    multiple stochastic integrals
    0 references
    approximation schemes of stochastic equations
    0 references
    0 references
    0 references

    Identifiers