scientific article; zbMATH DE number 19570

MaRDI QIDQ3979059zbMATH OpenFDO

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, https://eudml.org/doc/113750

zbMATH Keywords

computer simulationscontrol processdominating processEuler-Peano approximation schemepathwise approximation

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 5302732
• scientific article; zbMATH DE number 1799738
• Approximations of solutions of stochastic differential equations driven by semimartingales
• scientific article; zbMATH DE number 721927
• Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
• On the convergence of stochastic integrals with respect to \(p\)-semimartingales
• scientific article; zbMATH DE number 4178227
• scientific article; zbMATH DE number 2095623
• scientific article; zbMATH DE number 4153596

Cited in

(5)

• On pathwise stochastic integration
• scientific article; zbMATH DE number 4190835 (Why is no real title available?)
• scientific article; zbMATH DE number 721927 (Why is no real title available?)
• On almost sure convergence results in stochastic calculus
• Pathwise convergence of the Euler scheme for rough and stochastic differential equations

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 Q3979059)