ON APPROXIMATION OF ITÔ STOCHASTIC EQUATIONS

DOI10.1070/SM1991v070n01ABEH001254zbMath0729.60051OpenAlexW2025389053MaRDI QIDQ3353908

István Gyöngy

Publication date: 1991

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1991v070n01abeh001254

zbMATH Keywords

semimartingalesIto equationStratonovich equation

Mathematics Subject Classification ID

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

Related Items (1)

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods

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