scientific article; zbMATH DE number 847973

MaRDI QIDQ4867020zbMATH OpenFDO

Authors Aurel Răşcanu, Constantin Tudor

Publication date 12 June 1996

zbMATH Keywords

convergence in probabilitysplitting up methodstochastic equations of the Doleans-Dade and Protter type

Mathematics Subject Classification ID

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

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Cited in

(12)

• Splitting up method for 2D stochastic primitive equations with multiplicative noise
• Approximation of Stochastic Nonlinear Equations of Schrödinger Type by the Splitting Method
• On weak approximations of \((a, b)\)-invariant diffusions
• On the splitting-up method for rough (partial) differential equations
• Approximation of backward stochastic partial differential equations by a splitting-up method
• Discretization and simulation of stochastic differential equations
• Approximation of stochastic processes by spline systems
• Splitting-up scheme for nonlinear stochastic hyperbolic equations
• On the splitting-up method and stochastic partial differential equations
• An approximation scheme of stochastic Stokes equations
• Convergence analysis of a splitting method for stochastic differential equations
• A semi-discretization method for delayed stochastic systems

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