Approximation of some discrete-time stochastic processes by differential equations
central limit theoremdifferential equationsdiscrete-time stochastic processeslaw of large numbersnumerical schemesSIS epidemic model
Ordinary differential equations and systems with randomness (34F05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for ordinary differential equations (65L99) Epidemiology (92D30)
- A stochastic scheme of approximation for ordinary differential equations
- Discretization and simulation of stochastic differential equations
- Weak convergence of a sequence of stochastic difference equations to a stochastic ordinary differential equation
- Weak approximation of SDEs by discrete-time processes
- Discrete approximation of stochastic differential equations
- A stochastic scheme of approximation for ordinary differential equations
- Embedding a stochastic difference equation into a continuous-time process
- Approximation by time discretization of special stochastic evolution equations
- Discrete approximation of stochastic differential equations
- scientific article; zbMATH DE number 1247450 (Why is no real title available?)
- scientific article; zbMATH DE number 6315885 (Why is no real title available?)
- Approximation of random dynamical systems with discrete time by stochastic differential equations: I. Theory
- scientific article; zbMATH DE number 4184522 (Why is no real title available?)
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