Convergent sampling of continuous time hereditary stochastic systems

DOI10.1016/0022-247X(91)90041-WMaRDI QIDQ755992zbMATH OpenFDO

Authors Farrokh Abrishamkar, Mostafa Shiva

Publication date 1991

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(91)90041-W

zbMATH Keywords

continuous time hereditary stochastic differential equationdiscrete-time approximation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic systems in control theory (general) (93E03)

Review text

The authors present a rigorous derivation of a discrete-time approximation of a continuous time hereditary stochastic differential equation.

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Cited in

(1)

• scientific article; zbMATH DE number 2075183 (Why is no real title available?)

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