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zbMath0623.60072MaRDI QIDQ3761410

J. Szpirglas, Monique Pontier

Publication date: 1987

Full work available at URL: http://www.numdam.org/item?id=SPS_1987__21__534_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

order of convergence McShane approximation of a stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (1)

Brownian Processes for Monte Carlo Integration on Compact Lie Groups

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