approximation for the solutions of stochastic differential equations. iii. jointly weak convergence

DOI10.1080/17442509008833642MaRDI QIDQ5751689zbMATH OpenOpenAlexFDO

Authors Vlad Bally

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833642

zbMATH Keywords

stochastic differential equationsmartingale problemjointly weak approximationnumeric characteristics

Mathematics Subject Classification ID

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

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(7)

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• A duality approach for the weak approximation of stochastic differential equations
• scientific article; zbMATH DE number 4009455 (Why is no real title available?)
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• Wong-Zakai approximations for stochastic differential equations
• A third-order weak approximation of multidimensional Itô stochastic differential equations
• An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations

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