Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846)
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scientific article; zbMATH DE number 1779641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of continuous time stochastic processes by the local linearization method revisited |
scientific article; zbMATH DE number 1779641 |
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Approximation of continuous time stochastic processes by the local linearization method revisited (English)
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5 November 2002
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stochastic differential equation
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local linear approximation
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strong convergence
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