The euler scheme for anticipating stochastic differential equations
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Publication:4715824
DOI10.1080/17442509508834008zbMath0857.60053MaRDI QIDQ4715824
Arturo Kohatsu-Higa, Hyungsok Ahn
Publication date: 24 February 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508834008
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65Z05: Applications to the sciences
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