On the approximation of the solutions of stochastic equations with <i>θ</i>-integrals (Q4818630): Difference between revisions
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Latest revision as of 21:02, 19 March 2024
scientific article; zbMATH DE number 2104335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximation of the solutions of stochastic equations with <i>θ</i>-integrals |
scientific article; zbMATH DE number 2104335 |
Statements
On the approximation of the solutions of stochastic equations with <i>θ</i>-integrals (English)
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29 September 2004
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Standard Brownian motion
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Itô stochastic integral
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Stratonovich stochastic integral
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Stochastic \(\theta\)-integral
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Stochastic differential equations
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Convolution algebra
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