Solutions approximation for stochastic differential equations

MaRDI QIDQ5293138zbMATH OpenFDO

Authors Mounir Zili

Publication date 26 June 2007

zbMATH Keywords

pathwise uniquenessCarathéodory successive approximation solutionstochastic differential equation without local time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20)

Recommendations

• scientific article; zbMATH DE number 2113209
• Apporoximate solutions for stochastic differential equations with pathwise uniqueness
• scientific article; zbMATH DE number 4056715
• Successive approximations to solutions of stochastic differential equations
• scientific article; zbMATH DE number 733931

Cited in

(13)

• scientific article; zbMATH DE number 474424 (Why is no real title available?)
• scientific article; zbMATH DE number 4026472 (Why is no real title available?)
• Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
• scientific article; zbMATH DE number 2113209 (Why is no real title available?)
• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
• Sample solutions of stochastic ordinary differential equations^∗
• scientific article; zbMATH DE number 926987 (Why is no real title available?)
• Solution of one class of systems of stochastic differential equations
• The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
• Approximation of stochastic equations driven by predictable processes
• Apporoximate solutions for stochastic differential equations with pathwise uniqueness
• Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
• scientific article; zbMATH DE number 4056715 (Why is no real title available?)

This page was built for publication: Solutions approximation for stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5293138)