Approximation for the solutions of stochastic differential equations: ii strong convergence

DOI10.1080/17442508908833602zbMath0695.60063OpenAlexW4245439973WikidataQ126243790 ScholiaQ126243790MaRDI QIDQ3471285

Vlad Bally

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833602

zbMATH Keywords

strong convergencestochastic differential equationsmoment inequalitiesstrong approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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