Picard iterations for diffusions on symmetric matrices

DOI10.1007/s10959-015-0618-8zbMath1375.60123arXiv1505.03485OpenAlexW2105041240MaRDI QIDQ501822

Carlos G. Pacheco-González

Publication date: 10 January 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.03485

zbMATH Keywords

Picard iterationsLipschitz conditionsmatrix-valued diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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