Discrete Approximations to Solution Flows of Tanaka’s SDE Related to Walsh Brownian Motion

DOI10.1007/978-3-642-27461-9_8zbMath1261.60054arXiv1101.1724OpenAlexW2141967532MaRDI QIDQ2908740

Hatem Hajri

Publication date: 29 August 2012

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1724

zbMATH Keywords

discrete approximationWalsh Brownian motionTanaka's SDE

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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