On the convergence of the Lie-Trotter formula for stochastic differential equations
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Publication:1895927
DOI10.5802/ambp.9zbMath0854.60054OpenAlexW2322967611MaRDI QIDQ1895927
Youssef Ouknine, Mohamed Erraoui
Publication date: 5 January 1997
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_1994__1_2_7_0
stochastic differential equationsapproximationLie-Trotter formulaconvergence of approximate solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
Cites Work