On one approximation of a solution of nonlinear stochastic differential equations with a drift and its application

zbMATH Open1388.60101MaRDI QIDQ4565813FDOQ4565813

Authors: Anatoly V. Zherelo 

Publication date: 13 June 2018

Full work available at URL: http://www.j-npcs.org/abstracts/vol2017/v20no3/v20no3p313.html

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zbMATH Keywords

stochastic differential equationapproximationmathematical expectation

Mathematics Subject Classification ID

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

Cited In (5)

• On One Approach to Mathematical Modeling of Socio-EconomicDevelopment of Regions
• Approximations for expectations of functionals of solutions to stochastic differential equations
• On the calculation of functionals from the solution of the linear Skorohod SDE with first-order chaos in the coefficients
• Approximate calculation of mathematical expectations on processes with a drift
• An optimal Gauss-Markov approximation for a process with stochastic drift and applications

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