Study of a Brownian impulse.

DOI10.1214/aoap/1019487352zbMath1056.60055OpenAlexW1984101478MaRDI QIDQ1884827

Bernard Roynette, Sophie Mézières

Publication date: 27 October 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1019487352

zbMATH Keywords

stochastic differential equationsdiscrete time approximationBrownian impulse

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: Study of a Brownian impulse.