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Sample path approximation for stochastic integro-differential equations

 

作者: J. Golec,   S. Sathananthan,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1999）
卷期: Volume 17, issue 4  

页码: 579-588

 

ISSN:0736-2994

 

年代: 1999

 

DOI:10.1080/07362999908809621

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We consider the problem of mean square sample path convergence for a specialized stochastic difference scheme defined for stochastic integro-differential equations under the assumption of pathwise uniqueness property of solutions. We apply the method of weak convergence and the technique of Skorohod representation in the space of continuous trajectories

 

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