On the approximations of solutions to stochastic differential equations under polynomial condition

DOI10.2298/FIL2101011DzbMath1499.60184OpenAlexW3205731927WikidataQ115229867 ScholiaQ115229867MaRDI QIDQ5084993

Dušan D. Djordjević, Miljana Jovanović

Publication date: 29 June 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil2101011d

zbMATH Keywords

stochastic differential equationsTaylor approximationpolynomial conditiona.s. convergence\(L^p\) convergence

Mathematics Subject Classification ID

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

Related Items

A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition

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