Integral approximation of stochastic differential equations with anticipating initial conditions (Q4940570)
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scientific article; zbMATH DE number 1410126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral approximation of stochastic differential equations with anticipating initial conditions |
scientific article; zbMATH DE number 1410126 |
Statements
Integral approximation of stochastic differential equations with anticipating initial conditions (English)
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2 March 2000
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stochastic differential equation
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Wiener process
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Skorokhod stochastic integral
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approximation
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