Approximation of ordinary differential equations by stochastic differential equations

DOI10.1007/BF01157471zbMATH Open0536.60072MaRDI QIDQ792009FDOQ792009

Authors: A. Yu. Veretennikov 

Publication date: 1983

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

zbMATH Keywords

maximum and minimum solution

Mathematics Subject Classification ID

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

Cites Work

• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Diffusion processes in a small time interval
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (12)

• Approximation by time discretization of special stochastic evolution equations
• Approximation of stochastic equations driven by predictable processes
• Approximation of SDEs: a stochastic sewing approach
• Some remarks on the numerical approximation of stochastic differential equations
• Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
• Generalized Peano problem with Lévy noise
• Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique
• Title not available (Why is that?)
• Title not available (Why is that?)
• A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
• Sample solutions of stochastic ordinary differential equations^∗
• Approximation of random dynamical systems with discrete time by stochastic differential equations: I. Theory

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