Donsker's delta functions and approximation of heat kernels by the time discretization methods

DOI10.1215/KJM/1250518506zbMath0883.60056OpenAlexW1594585884MaRDI QIDQ675800

Shinzo Watanabe, Yaozhong Hu

Publication date: 4 March 1998

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250518506

zbMATH Keywords

stochastic differential equationsdiscrete time approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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