On the approximation of the solutions of stochastic equations with θ-integrals
From MaRDI portal
Publication:4818630
DOI10.1080/10451120410001704090zbMath1051.60065OpenAlexW2037642693MaRDI QIDQ4818630
N. V. Lazakovich, Aleh Leonidovich Yablonski
Publication date: 29 September 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120410001704090
Stochastic differential equationsStratonovich stochastic integralItô stochastic integralConvolution algebraStandard Brownian motionStochastic \(\theta\)-integral
Related Items
Solutions of nonlinear differential equations ⋮ Nonautonomous differential equations in the algebra of new generalized functions ⋮ Differential equations with generalized coefficients