Convergent sampling of continuous time hereditary stochastic systems (Q755992)
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scientific article; zbMATH DE number 4190220
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| English | Convergent sampling of continuous time hereditary stochastic systems |
scientific article; zbMATH DE number 4190220 |
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Convergent sampling of continuous time hereditary stochastic systems (English)
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1991
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The authors present a rigorous derivation of a discrete-time approximation of a continuous time hereditary stochastic differential equation.
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discrete-time approximation
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continuous time hereditary stochastic differential equation
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