scientific article; zbMATH DE number 3594392

MaRDI QIDQ4160174zbMATH OpenFDO

Authors Toshio Yamada

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=SPS_1978__12__114_0, https://eudml.org/doc/113143

Mathematics Subject Classification ID

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

Cited in

(8)

• Convergence of the Euler scheme for stochastic functional partial differential equations
• Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• On the Euler-Maruyama scheme for degenerate stochastic differential equations with non-sticky condition
• On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients: a priori estimates approach
• Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions
• The infinite Brownian loop on a symmetric space.
• \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric \(\alpha\)-stable process

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