Approximation schemes for Itô-Volterra stochastic equations
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Publication:1908576
zbMath0849.65102MaRDI QIDQ1908576
Publication date: 3 November 1996
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
multiple stochastic integralsItô stochastic differential equationsstochastic Taylor expansionsItô-Volterra equations
Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99)
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