Probability methods for convergence of approximations of integrodifferential equations

DOI10.1007/BF00969795zbMath0347.60047MaRDI QIDQ1234130

R. Morkvėnas

Publication date: 1976

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Stochastic processes (60G99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Theoretical approximation of solutions to integral equations (45L05) Stochastic integral equations (60H20)

Cites Work

• Probability methods for the convergence of finite difference approximations to partial differential equations
• Markov processes associated with certain integro-differential operators
• Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II
• Probability limit theorems and the convergence of finite difference approximations of partial differential equations
• Diffusion processes with continuous coefficients, I
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