A class of approximations of Brownian motion
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Publication:1251428
DOI10.2977/prims/1195190109zbMath0391.60055OpenAlexW1975183498MaRDI QIDQ1251428
Yuiti Yamato, Nobuyuki Ikeda, Shintaro Nakao
Publication date: 1977
Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2977/prims/1195190109
Stochastic IntegralApproximations Of Brownian MotionComparison TheoremStochastic and Ordinary Differential EquationsStratonivic IntegralWiener Process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)
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Cites Work
