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Approximation of functional integrals with respect to measures generated by solutions of stochastic differential equations with respect to martingales - MaRDI portal

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Approximation of functional integrals with respect to measures generated by solutions of stochastic differential equations with respect to martingales (Q3981556)

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scientific article; zbMATH DE number 22031
Language Label Description Also known as
English
Approximation of functional integrals with respect to measures generated by solutions of stochastic differential equations with respect to martingales
scientific article; zbMATH DE number 22031

    Statements

    author
    A. D. Egorov
    0 references
    publication date
    26 June 1992
    0 references
    zbMATH Keywords
    approximation of functional integrals
    0 references
    stochastic differential equation
    0 references

    Identifiers

    zbMATH DE Number
    22031
    0 references
     
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