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

DOI10.1080/17442509008833642zbMATH Open0719.60058OpenAlexW2023171458MaRDI QIDQ5751689FDOQ5751689

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

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zbMATH Keywords

stochastic differential equationsmartingale problemjointly weak approximationnumeric characteristics

Mathematics Subject Classification ID

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

Cited In (7)

• Approximation for the solutions of stochastic differential equations. i: l^p-convergence
• Title not available (Why is that?)
• A duality approach for the weak approximation of stochastic differential equations
• Title not available (Why is that?)
• 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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