scientific article; zbMATH DE number 850217

zbMath0845.60058MaRDI QIDQ4866236

Yaozhong Hu, Bernt Øksendal

Publication date: 16 September 1996

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

zbMATH Keywords

unique strong solutionsapproximation of stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (12)

Measurements of ordinary and stochastic differential equations. ⋮ A new approach to Poincaré-type inequalities on the Wiener space ⋮ Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter ⋮ Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models ⋮ Space-Time Stochastic Calculus and White Noise ⋮ Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 ⋮ An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems ⋮ Wong-Zakai approximations for quasilinear systems of Itô's type stochastic differential equations ⋮ A stochastic maximum principle for processes driven by fractional Brownian motion. ⋮ Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations ⋮ A sharp interpolation between the Hölder and Gaussian Young inequalities ⋮ Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations

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