scientific article; zbMATH DE number 19570

zbMATH Open0747.93085MaRDI QIDQ3979059FDOQ3979059

Authors: Rajeeva L. Karandikar 

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1991__25__113_0

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zbMATH Keywords

computer simulationspathwise approximationcontrol processdominating processEuler-Peano approximation scheme

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic systems and control (93E99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (4)

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• On pathwise stochastic integration
• On almost sure convergence results in stochastic calculus

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