Solutions approximation for stochastic differential equations

zbMATH Open1124.60051MaRDI QIDQ5293138FDOQ5293138

Authors: Mounir Zili 

Publication date: 26 June 2007

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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)

Cited In (13)

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• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
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• Approximation of stochastic equations driven by predictable processes
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• The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications
• Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
• Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
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• Solution of one class of systems of stochastic differential equations
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• Apporoximate solutions for stochastic differential equations with pathwise uniqueness
• Sample solutions of stochastic ordinary differential equations^∗

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