scientific article; zbMATH DE number 4050663

MaRDI QIDQ3787220zbMATH OpenFDO

Authors Jean Picard

Publication date 1988

zbMATH Keywords

approximation of solutions of stochastic differential equationsrate of convergenceSkorokhod integralstochastic calculus of variations

Mathematics Subject Classification ID

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

Recommendations

• Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
• On Wong–Zakai approximations with δ–martingales
• Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
• On Wong-Zakai approximation of stochastic differential equations
• Rate of convergence of transport processes with an application to stochastic differential equations

Cited in

(10)

• Rate of convergence of transport processes with an application to stochastic differential equations
• Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
• Wong-Zakai approximations for stochastic differential equations
• An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
• Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
• On Wong–Zakai approximations with δ–martingales
• Convergence of stochastic integrals and SDE's associated to approximations of the Gaussian white noise
• scientific article; zbMATH DE number 4117595 (Why is no real title available?)
• Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model
• L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3787220)