Some approximations of stochastic integrals and solutions of stochastic differential equations
type: Item
instance of: scholarly article
title: Some approximations of stochastic integrals and solutions of stochastic differential equations
zbMATH Open document ID: 0409.60062
DOI: 10.1007/BF00968439
published in: Lithuanian Mathematical Journal
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 3637054
zbMATH Keywords: Approximation of Stochastic Integrals
zbMATH Keywords: Stochastic Differential Equations
author: Vigirdas Mackevičius
MaRDI profile type: Publication
cites work: Q5618806
cites work: On stationary solutions of a stochastic differential equation
cites work: Stochastic differentials
cites work: Continuous Markov processes and stochastic equations
cites work: Q4158259
cites work: A partial differential equation with the white noise as a coefficient
cites work: On the Convergence of Ordinary Integrals to Stochastic Integrals
cites work: On the relation between ordinary and stochastic differential equations
cites work: Riemann-Stieltjes approximations of stochastic integrals
description: scientific article; zbMATH DE number 3637054