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On approximations of the Euler-Peano scheme for multivalued stochastic differential equations - MaRDI portal

On approximations of the Euler-Peano scheme for multivalued stochastic differential equations (Q5086423)

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scientific article; zbMATH DE number 7553363
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On approximations of the Euler-Peano scheme for multivalued stochastic differential equations
scientific article; zbMATH DE number 7553363

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    On approximations of the Euler-Peano scheme for multivalued stochastic differential equations (English)
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    5 July 2022
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    multivalued stochastic differential equation
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    Euler-Peano scheme
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    pathwise uniqueness
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    strong approximation
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    stochastic semi-flow
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    weak approximation
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