Approximating systems of differential equations with random inputs or boundary conditions
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Publication:4395796
DOI10.1080/07362999808809535zbMath0907.60055OpenAlexW2005888697MaRDI QIDQ4395796
A. Ould Eida, Dominique Lépingle
Publication date: 12 August 1998
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999808809535
Cites Work
- Diffusion equation for multivalued stochastic differential equations
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
- Euler-type approximation for systems of stochastic differential equations
- Random Generation of Stochastic Area Integrals
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