Pathwise convergence under Knightian uncertainty

DOI10.1016/j.jmaa.2022.126683OpenAlexW4295681456MaRDI QIDQ2084885

Bahar Akhtari

Publication date: 13 October 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2022.126683

zbMATH Keywords

Knightian uncertaintyquasi-surely convergencesplit-step backward Euler

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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