On the successive approximation of solutions of stochastic differential equations

DOI10.1080/17442509008833634zbMath0708.60051OpenAlexW1998682501MaRDI QIDQ5899957

Shigetoku Kawabata

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/17442509008833634

zbMATH Keywords

successive approximationspathwise uniquenessquadratic mean convergence

Mathematics Subject Classification ID

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

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Wong-Zakai approximations for stochastic differential equations ⋮ Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness

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