Integral approximation of stochastic differential equations with anticipating initial conditions (Q4940570)
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scientific article; zbMATH DE number 1410126
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| English | Integral approximation of stochastic differential equations with anticipating initial conditions |
scientific article; zbMATH DE number 1410126 |
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Integral approximation of stochastic differential equations with anticipating initial conditions (English)
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2 March 2000
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stochastic differential equation
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Wiener process
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Skorokhod stochastic integral
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approximation
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0.8289871215820312
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0.8264875411987305
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