One linear analytic approximation for stochastic integrodifferential equations
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Publication:551401
DOI10.1016/S0252-9602(10)60104-XzbMath1240.60153OpenAlexW2052849728MaRDI QIDQ551401
Publication date: 19 July 2011
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60104-x
\(L^p\)-convergencelinear approximationapproximate solutionstochastic integro-differential equationconvergence with probability one
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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