Approximation des équations différentielles stochastiques par des équations à retard

DOI10.1080/17442509408833869zbMath0826.60047OpenAlexW2041569753MaRDI QIDQ4840914

Mohamed Erraoui, Youssef Ouknine

Publication date: 21 September 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833869

zbMATH Keywords

rate of convergencestochastic differential equationsmodulus of continuitypathwise uniquenessuniqueness in law

Mathematics Subject Classification ID

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

Related Items (4)

Mixed stochastic differential equations: existence and uniqueness result ⋮ Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness ⋮ Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet ⋮ On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations

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