On the approximation of stochastic differential equations
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Cites work
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Cited in
(33)- Approximations of solutions of stochastic differential equations driven by semimartingales
- Convergence in probability for perturbed stochastic integral equations
- Approximation of stochastic equations driven by predictable processes
- Abstract stochastic approximations and applications
- On approximation of stochastic differential equations with coefficients depending on the past
- Wong-Zakai approximations for stochastic differential equations
- Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
- Approximation of SDEs: a stochastic sewing approach
- Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
- One-step approximations for stochastic functional differential equations
- Space semi-discretisations for a stochastic wave equation
- Approximative approaches to a stochastic partial differential equation by point systems
- Discrete approximation of stochastic differential equations
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- Some remarks on the numerical approximation of stochastic differential equations
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- On the approximation of stochastic partial differential equations i
- On the approximation of stochastic partial differential equations II
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- Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique
- Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations
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- Approximation theorems based on random partitions for stochastic differential equation and their applications
- On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
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