The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
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Publication:4253105
DOI<375::AID-ZAMM375>3.0.CO;2-7 10.1002/(SICI)1521-4001(199906)79:6<375::AID-ZAMM375>3.0.CO;2-7zbMath0938.34072OpenAlexW2056854811MaRDI QIDQ4253105
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Publication date: 21 June 2000
Full work available at URL: https://doi.org/10.1002/(sici)1521-4001(199906)79:6<375::aid-zamm375>3.0.co;2-7
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stochastic systems in control theory (general) (93E03)
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