scientific article; zbMATH DE number 4104123

MaRDI QIDQ3828832zbMATH OpenFDO

Authors Svetlana Janković

Publication date 1989

zbMATH Keywords

Chaplygin methodstochastic differential equation

Mathematics Subject Classification ID

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

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• Application of DJ method to Itô stochastic differential equations
• Some analytic approximations for backward stochastic differential equations
• Estimates of sample paths of dynamical systems described by stochastic differential equations
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