Sur l'approximation des solutions d'�quations diff�rentielles stochastiques

DOI10.1007/BF00533998zbMath0374.60081MaRDI QIDQ4151488

Toshio Yamada

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items

Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion, Convergence of exit times for diffusion processes, Unnamed Item, Successive approximations to solutions of stochastic differential equations, Strong Solutions of a Class of Stochastic Differential Equations with Jumps, Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations

Cites Work

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• On the pathwise uniqueness of solutions of stochastic differential equations
• On the weak convergence of interpolated Markov chains to a diffusion
• On the uniqueness of solutions of stochastic differential equations
• Continuous Markov processes and stochastic equations
• On stochastic differential equations