An extension of a theorem of K. Yamada to equations ``with memory

DOI10.1007/BF00970816zbMath0787.60065MaRDI QIDQ1175833

Pio Andrea Zanzotto

Publication date: 25 June 1992

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970816

zbMATH Keywords

weak convergence; stochastic differential equations; Itô equation with memory

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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