Approximation de newton pour les équations différentielles stochastiques

DOI10.1080/17442509308833863zbMath0795.60047OpenAlexW1979095352MaRDI QIDQ4286668

Youssef Ouknine

Publication date: 29 August 1994

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

Full work available at URL: https://doi.org/10.1080/17442509308833863

zbMATH Keywords

rate of convergencesemimartingalesNewton approximationDoob inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Related Items (2)

A family of Chaplygin-type solvers for Itô stochastic differential equations ⋮ Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations

Cites Work

• Unnamed Item

This page was built for publication: Approximation de newton pour les équations différentielles stochastiques