Approximation of ordinary differential equations by stochastic differential equations
From MaRDI portal
Publication:792009
Cites work
- scientific article; zbMATH DE number 3676932 (Why is no real title available?)
- scientific article; zbMATH DE number 3459666 (Why is no real title available?)
- Diffusion processes in a small time interval
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
Cited in
(12)- scientific article; zbMATH DE number 1324002 (Why is no real title available?)
- Approximation of random dynamical systems with discrete time by stochastic differential equations: I. Theory
- Approximation by time discretization of special stochastic evolution equations
- Some remarks on the numerical approximation of stochastic differential equations
- Generalized Peano problem with Lévy noise
- Sample solutions of stochastic ordinary differential equations∗
- Approximation of SDEs: a stochastic sewing approach
- Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique
- Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
- Approximation of stochastic equations driven by predictable processes
- scientific article; zbMATH DE number 1990836 (Why is no real title available?)
- A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
This page was built for publication: Approximation of ordinary differential equations by stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q792009)
