Approximations of solutions of stochastic differential equations driven by semimartingales (Q1066553): Difference between revisions
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| Property / DOI: 10.1214/aop/1176992905 / rank | |||
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| Property / author: Philip E. Protter / rank | |||
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| Property / author: Philip E. Protter / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aop/1176992905 / rank | |||
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| Property / OpenAlex ID: W2070803964 / rank | |||
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| Property / DOI: 10.1214/AOP/1176992905 / rank | |||
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Latest revision as of 15:12, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of solutions of stochastic differential equations driven by semimartingales |
scientific article |
Statements
Approximations of solutions of stochastic differential equations driven by semimartingales (English)
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1985
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Stratonovich integral
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semimartingales
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