Euler approximations of anticipating quasilinear stochastic differential equations

zbMATH Open1124.60054MaRDI QIDQ3411276FDOQ3411276

Authors: G. M. Shevchenko 

Publication date: 8 December 2006

Full work available at URL: http://www.ams.org/tpms/2006-72-00/S0094-9000-06-00674-0/home.html

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zbMATH Keywords

stochastic differential equationBrownian motionEuler approximation

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (3)

• The Euler scheme for a class of anticipating stochastic differential equations
• The euler scheme for anticipating stochastic differential equations
• Optimal pointwise approximation of anticipating SDEs

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