Approximate solutions to anticipative stochastic differential equations
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Publication:2475422
DOI10.1016/j.spl.2007.05.004zbMath1134.60351MaRDI QIDQ2475422
Georgiy M. Shevchenko, Yuliya S. Mishura
Publication date: 11 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.05.004
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
Cites Work