Discrete Approximation of Continuous Time Stochastic Control Systems (Q4748033)
From MaRDI portal
scientific article; zbMATH DE number 3803299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete Approximation of Continuous Time Stochastic Control Systems |
scientific article; zbMATH DE number 3803299 |
Statements
Discrete Approximation of Continuous Time Stochastic Control Systems (English)
0 references
1983
0 references
discrete approximation
0 references
weak convergence
0 references
stochastic difference equations
0 references
