On approximation of solutions to a class of stochastic equations

DOI10.1023/A:1004893510199zbMath0970.60056MaRDI QIDQ5932627

Aleh Leonidovich Yablonski, N. V. Lazakovich

Publication date: 10 June 2001

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121303

zbMATH Keywords

\(\theta \)-integralapproximation of a solutionfinite-difference equationstochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

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