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

zbMATH Keywords

Brownian motionsemimartingalesmultidimensional stochastic differential equations

Mathematics Subject Classification ID

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

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Cites work

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• 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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