Approximation des équations différentielles stochastiques par des équations à retard

DOI10.1080/17442509408833869MaRDI QIDQ4840914zbMATH OpenOpenAlexFDO

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

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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