Rate of convergence of an approximate solution of stochastic differential equations

DOI10.1080/17442508008833150zbMath0428.60071OpenAlexW2031702141MaRDI QIDQ3865237

Louis G. Gorostiza

Publication date: 1980

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508008833150

zbMATH Keywords

rate of convergencetransport processesapproximation of solutions of stochastic differential equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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Cites Work

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• Approximate solution of random ordinary differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Almost Sure Convergence of Uniform Transport Processes to Brownian Motion