The euler scheme for anticipating stochastic differential equations

DOI10.1080/17442509508834008zbMath0857.60053OpenAlexW2076094571MaRDI QIDQ4715824

Hyungsok Ahn, Arturo Kohatsu-Higa

Publication date: 24 February 1997

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

Full work available at URL: https://doi.org/10.1080/17442509508834008

zbMATH Keywords

numerical analysisEuler approximationanticipating stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications to the sciences (65Z05)

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