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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) Russian version article
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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
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”, Math. USSR-Sb., 70:1 (1991), 165–173
Citation in format AMSBIB
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\by I.~Gy\"ongy
\paper On approximation of It\^o stochastic equations
\jour Math. USSR-Sb.
\yr 1991
\vol 70
\issue 1
\pages 165--173
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\crossref{https://doi.org/10.1070/SM1991v070n01ABEH001254}
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\zmath{https://zbmath.org/?q=an:0729.60051}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1991SbMat..70..165D}
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  • 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
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    		Математический сборник - 1989–1990 Sbornik: Mathematics
     
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