\(C^\infty\)-convergence of Picard's successive approximations to solutions of stochastic differential equations

DOI10.1016/j.spl.2017.05.016zbMath1386.60204OpenAlexW2621281703MaRDI QIDQ1687214

Zhen Li, Jicheng Liu

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.05.016

zbMATH Keywords

stochastic differential equationsuccessive approximations\(C^\infty\) convergence

Mathematics Subject Classification ID

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

Cites Work

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• The Malliavin Calculus and Related Topics
• 𝐶^{𝑟} convergence of Picard’s successive approximations

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