Sample path approximation for a class of stochastic systems

MaRDI QIDQ2785862zbMATH OpenFDO

Authors Janusz Golec

Publication date 21 April 1997

Published in Dynamic Systems and Applications (Search for Journal in Brave)

zbMATH Keywords

Euler type differencenumerical examplespathwise uniqueness propertysingularly perturbed stochastic systemsSkorokhod representation

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• scientific article; zbMATH DE number 222039
• Averaging Euler-type difference scheme
• Sample path approximation for stochastic integro-differential equations
• The pathwise convergence of approximation schemes for stochastic differential equations
• On the pathwise approximation of stochastic differential equations

Cited in

(6)

• Critical path statistics of max-plus linear systems with Gaussian noise
• Sample path approximation for stochastic integro-differential equations
• Sample Path Derivatives for (s, S) Inventory Systems
• Averaging Euler-type difference scheme
• On zero locations for sampled stochastic systems
• Pathwise estimation of the stochastic functional Kolmogorov-type system

This page was built for publication: Sample path approximation for a class of stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2785862)