SCOPUS 정보 검색 플랫폼

Volumn 460, Issue 2041, 2004, Pages 309-324

On Wong-Zakai approximations with δ-martingales

Author keywords

Martingales; Stochastic differential equations; Wiener process

Indexed keywords

AB INITIO CALCULATION; ANALYTIC METHOD; CONFERENCE PAPER; MATHEMATICAL ANALYSIS; MATHEMATICAL MODEL; STOCHASTIC MODEL;

EID: 12144290840 PISSN: 13645021 EISSN: 14712946 Source Type: Journal
DOI: 10.1098/rspa.2003.1244 Document Type: Conference Paper

Times cited : (22)

References (12)

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2
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- Gyöngy, I.¹

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- Ikeda, N.¹ Watanabe, S.²

5
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- Natural solutions of stochastic differential equations
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- Krasnoselskii, M.A.¹ Pokrovskii, A.V.²

6
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- Differential equations driven by rough signals
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- Lyons, T.¹

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- An introduction to numerical methods to stochastic differential equations
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- Platen, E.¹

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10
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- Wong-Zakai approximations for stochastic differential equations
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12
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- On the convergence of ordinary integrals to stochastic integrals
- Wong, E. & Zakai, M. 1965 On the convergence of ordinary integrals to stochastic integrals. Ann. Math. Statist. 36, 1560-1564.
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- Wong, E.¹ Zakai, M.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.