On the approximation of stochastic differential equations
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Publication:3774671
DOI10.1080/17442508808833497zbMath0635.60071OpenAlexW2003662159MaRDI QIDQ3774671
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833497
perturbationsuniform convergence in probabilitymatrix-valued random fieldstability properties of the stochastic differential equation
Related Items (9)
Convergence in probability for perturbed stochastic integral equations ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ Unnamed Item ⋮ On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem ⋮ Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line ⋮ On the approximation of stochastic partial differential equations i ⋮ Space semi-discretisations for a stochastic wave equation ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space ⋮ On approximation of stochastic differential equations with coefficients depending on the past
Cites Work
- Unnamed Item
- Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
- A class of approximations of Brownian motion
- On the gap between deterministic and stochastic ordinary differential equations
- Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques
- On the Convergence of Ordinary Integrals to Stochastic Integrals
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