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Rate of convergence of an approximate solution of stochastic differential equations†

 

作者: Luis G. Gorostiza,  

 

期刊: Stochastics  （Taylor Available online 1980）
卷期: Volume 3, issue 1-4  

页码: 267-276

 

ISSN:0090-9491

 

年代: 1980

 

DOI:10.1080/17442508008833150

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A rete of convergence for the Wong and Zakai approximation of solutions of stochastic differential equations is obtained, based on an approximation of Browniam Motion by Transport processes

 

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