scientific article

zbMATH Open0756.60075MaRDI QIDQ4009365

Shige Peng

Publication date: 27 September 1992

Title of this publication is not available (Why is that?)

zbMATH Keywords

weak convergenceWiener processesstochastic differential equationsmartingale approachstochastic minimization

Mathematics Subject Classification ID

Diffusion processes (60J60) Martingales and classical analysis (60G46)

Related Items (3)

Singularly perturbed stationary diffusion model with a cubic nonlinearity ⋮ Title not available (Why is that?) ⋮ A new L-stable Simpson-type rule for the diffusion equation

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