scientific article; zbMATH DE number 919343

MaRDI QIDQ4889013zbMATH OpenFDO

Authors Grigori N. Milstein

Publication date 20 November 1996

zbMATH Keywords

convergence theoremsweak approximation of solutions of stochastic differential equationsDirichlet problem for parabolic equations

Mathematics Subject Classification ID

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

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