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scientific article; zbMATH DE number 5034019 - MaRDI portal

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zbMath1108.60046MaRDI QIDQ5473068

Henri Schurz

Publication date: 19 June 2006

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

zbMATH Keywords

Burkholder-Davis-Gundy inequality discrete stochastic integration discrete time chain rule

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Generation, random and stochastic difference and differential equations (37H10)

Related Items (1)

Algorithmic solution of stochastic differential equations

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