Approximation theorems based on random partitions for stochastic differential equation and their applications

zbMath0548.60064MaRDI QIDQ799311

Jiagu Xu

Publication date: 1984

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

embeding a random walk into the Brownian motion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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