Weak approximation of stochastic equations

DOI10.1080/17442509308833833zbMATH Open0786.60079OpenAlexW2039860335MaRDI QIDQ3141165FDOQ3141165

Authors: Karl-Heinz Fichtner, Ralf Manthey 

Publication date: 26 April 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833833

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zbMATH Keywords

white noiseneuronal activityset-indexed white noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (11)

• Weak convergence of approximate solutions of random equations
• A duality approach for the weak approximation of stochastic differential equations
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• Weak approximation of the stochastic wave equation
• Continuous weak approximation for stochastic differential equations
• Weak approximation of \(G\)-expectations
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• Weak approximation of averaged diffusion processes
• Weak approximation of stochastic differential delay equations

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