Comparison between solutions of SDEs and ODEs
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Publication:1113197
DOI10.1016/0304-4149(88)90082-8zbMath0661.60072MaRDI QIDQ1113197
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90082-8
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter