Strong convergence of stochastic taylor expansions of two-parameter random fields
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Publication:4381685
DOI10.1080/07362999708809469zbMATH Open0902.60040OpenAlexW1967408544MaRDI QIDQ4381685FDOQ4381685
Peter E. Kloeden, Yenkun Huang, Vo V. Anh
Publication date: 4 May 1998
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999708809469
Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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- Stochastic integrals in the plane
- Weak martingales and stochastic integrals in the plane
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Existence of strong solutions for stochastic differential equations in the plane
- Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
- Title not available (Why is that?)
- Estimate on moments of the solutions to stochastic differential equations in the plane
- An extension of stochastic integrals in the plane
- The sample function continuity of stochastic integrals in the plane
- Stopping times and an extension of stochastic integrals in the plane
Cited In (2)
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