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

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Revision as of 03:07, 5 March 2024

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Approximate solutions for multiple stochastic equations with respect to semimartingales
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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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