Publication:4351952

zbMath0881.60057MaRDI QIDQ4351952

Yoosef Maghsoodi

Publication date: 3 February 1998

zbMATH Keywords

discretization; stochastic differential equations; jump-diffusions; Taylor expansions in semigroups

Mathematics Subject Classification ID

93E99: Stochastic systems and control

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

62L20: Stochastic approximation

60J35: Transition functions, generators and resolvents

65C99: Probabilistic methods, stochastic differential equations

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