Approximation of stochastic equations driven by predictable processes

DOI10.1007/BF00964371zbMath0661.60070OpenAlexW1969138629MaRDI QIDQ1113196

Guillermo Ferreyra

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00964371

zbMATH Keywords

stochastic differential equationschange of variables formuladiscontinuous semimartingalesapproximation of driving processesStratonovich integration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ A Wong-Zakai-type theorem for certain discontinuous semimartingales

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