On almost sure convergence results in stochastic calculus

zbMATH Open1130.60059MaRDI QIDQ5294259FDOQ5294259

Authors: Rajeeva L. Karandikar 

Publication date: 24 July 2007

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zbMATH Keywords

stochastic integralalmost sure approximationEuler-PicardL. SchwartzP. A. Meyer

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) History of mathematics in the 20th century (01A60) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (4)

• Applications of weak transport theory
• Almost sure optimal hedging strategy
• Title not available (Why is that?)
• Convergence at first and second order of some approximations of stochastic integrals

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