Some approximations of stochastic integrals and solutions of stochastic differential equations
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Publication:1259086
DOI10.1007/BF00968439zbMath0409.60062MaRDI QIDQ1259086
Publication date: 1978
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Cites Work
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- Stochastic differentials
- On the relation between ordinary and stochastic differential equations
- On stationary solutions of a stochastic differential equation
- Continuous Markov processes and stochastic equations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Riemann-Stieltjes approximations of stochastic integrals
- A partial differential equation with the white noise as a coefficient
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