Approximation des équations différentielles stochastiques par des équations à retard

DOI10.1080/17442509408833869zbMATH Open0826.60047OpenAlexW2041569753MaRDI QIDQ4840914FDOQ4840914

Authors: M. 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

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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)

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• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
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• On the convergence of Carathéodory numerical scheme for Mckean-Vlasov equations

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