On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes (Q6841198)
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scientific article; zbMATH DE number 8174922
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| English | On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes |
scientific article; zbMATH DE number 8174922 |
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On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes (English)
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20 March 2026
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doubly perturbed stochastic differential equations
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Carathéodory numerical scheme
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Skorohod lemma
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