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Sample path approximation for a class of stochastic systems - MaRDI portal

Sample path approximation for a class of stochastic systems (Q2785862)

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scientific article; zbMATH DE number 982955
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Sample path approximation for a class of stochastic systems
scientific article; zbMATH DE number 982955

    Statements

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    21 April 1997
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    numerical examples
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    Euler type difference
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    singularly perturbed stochastic systems
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    pathwise uniqueness property
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    Skorokhod representation
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    Sample path approximation for a class of stochastic systems (English)
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    Identifiers

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