Schwache Konvergenz gegen Diffusionsprozesse

DOI10.1002/ZAMM.197405412146zbMATH Open0311.60050OpenAlexW2079561614MaRDI QIDQ4069591FDOQ4069591

Ludwig Fahrmeir

Publication date: 1974

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.197405412146

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Riemann-Stieltjes approximations of stochastic integrals

Cited In (1)

• Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern

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