Mathematics of the USSR-Sbornik
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Mat. Sb.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Mathematics of the USSR-Sbornik, 1991, Volume 70, Issue 1, Pages 165–173
DOI: https://doi.org/10.1070/SM1991v070n01ABEH001254 (Mi sm1140) 		 
This article is cited in 3 scientific papers (total in 3 papers)

On approximation of Itô stochastic equations

I. Gyöngy

V. A. Steklov Mathematical Institute, USSR Academy of Sciences
English version PDF (421 kB) Citations (3)
References:
PDF
HTML
DOI: https://doi.org/10.1070/SM1991v070n01ABEH001254
Abstract: Under relaxed conditions on the coefficients, an approximation to the solution of stochastic differential equations with semimartingales is established, when the integrals and the coefficients appearing in the equations are approximated.
Received: 22.03.1989
Russian version:
Matematicheskii Sbornik, 1990, Volume 181, Number 6, Pages 743–750
Bibliographic databases:
UDC: 519.216+519.217.4
MSC: 60H10
Language: English
Original paper language: Russian
Citation: I. Gyöngy, “On approximation of Itô stochastic equations”, Mat. Sb., 181:6 (1990), 743–750; Math. USSR-Sb., 70:1 (1991), 165–173
Citation in format AMSBIB
\Bibitem{Gyo90}
\by I.~Gy\"ongy
\paper On approximation of It\^o stochastic equations
\jour Mat. Sb.
\yr 1990
\vol 181
\issue 6
\pages 743--750
\mathnet{http://mi.mathnet.ru/sm1140}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1072295}
\zmath{https://zbmath.org/?q=an:0729.60051}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1991SbMat..70..165D}
\transl
\jour Math. USSR-Sb.
\yr 1991
\vol 70
\issue 1
\pages 165--173
\crossref{https://doi.org/10.1070/SM1991v070n01ABEH001254}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1991GG78300011}
Linking options:
  • https://www.mathnet.ru/eng/sm1140
  • https://doi.org/10.1070/SM1991v070n01ABEH001254
  • https://www.mathnet.ru/eng/sm/v181/i6/p743
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математический сборник - 1989–1990 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:274
    Russian version PDF:97
    English version PDF:10
    References:41
    First page:1
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024