scientific article

zbMATH Open0793.34005MaRDI QIDQ4037537FDOQ4037537

Claude Lobry

Publication date: 18 May 1993

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zbMATH Keywords

discretizationBrownian motionFilippovrandom shocksRobinson's nonstandard analysis

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonstandard models in mathematics (03H05) Numerical analysis in abstract spaces (65J99) Nonstandard analysis (26E35)

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