approximation for the solutions of stochastic differential equations. iii. jointly weak convergence

DOI10.1080/17442509008833642zbMath0719.60058OpenAlexW2023171458MaRDI QIDQ5751689

Vlad Bally

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/17442509008833642

zbMATH Keywords

stochastic differential equationsmartingale problemjointly weak approximationnumeric characteristics

Mathematics Subject Classification ID

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

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