scientific article; zbMATH DE number 4201295

MaRDI QIDQ3349707zbMATH OpenFDO

Authors Zankan Nie

Publication date 1990

zbMATH Keywords

existence and uniquenessstochastic differential equationstrong martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(6)

• The Polyak weighted averaging procedure for Robbins-Monro type SDE
• ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
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• Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane

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