Ikeda-Nakao-Yamato-type approximations

DOI10.1007/BF00970830zbMATH Open0727.60055OpenAlexW2094112495MaRDI QIDQ803645FDOQ803645

Authors: Vigirdas Mackevičius 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00970830

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zbMATH Keywords

Brownian motionsemimartingalesmultidimensional stochastic differential equations

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A class of approximations of Brownian motion

Cited In (2)

• An optimal polynomial approximation of Brownian motion
• KMT theory applied to approximations of SDE

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