Pages that link to "Item:Q792009"
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The following pages link to Approximation of ordinary differential equations by stochastic differential equations (Q792009):
Displaying 12 items.
- Approximation of stochastic equations driven by predictable processes (Q1113196) (← links)
- Generalized Peano problem with Lévy noise (Q2064885) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation (Q2424070) (← links)
- A selection procedure for extracting the unique Feller weak solution of degenerate diffusions (Q2694475) (← links)
- Approximation by time discretization of special stochastic evolution equations (Q2770659) (← links)
- Sample solutions of stochastic ordinary differential equations<sup>∗</sup> (Q3218879) (← links)
- Some remarks on the numerical approximation of stochastic differential equations (Q3533907) (← links)
- (Q4255374) (← links)
- Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique (Q4347781) (← links)
- (Q4431010) (← links)
- Approximation of random dynamical systems with discrete time by stochastic differential equations: I. Theory (Q5324838) (← links)