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Volumn 16, Issue 3, 1997, Pages 761-768

Approximate solutions for multiple stochastic equations with respect to semimartingales

Author keywords

Approximation schemes of stochastic equations; Multiple stochastic integrals

Indexed keywords


EID: 21744453796     PISSN: 02322064     EISSN: None     Source Type: Journal    
DOI: 10.4171/ZAA/790     Document Type: Article
Times cited : (2)

References (8)
  • 1
    • 0007348750 scopus 로고
    • On the solution of stochastic ordinary differential equations via small delays
    • Bell, D. R. and S. E. A. Mohamed: On the solution of stochastic ordinary differential equations via small delays. Stochastics and Stochastics Reports 29 (1989), 293-299.
    • (1989) Stochastics and Stochastics Reports , vol.29 , pp. 293-299
    • Bell, D.R.1    Mohamed, S.E.A.2
  • 2
    • 0000413745 scopus 로고
    • Volterra equations with Itô integrals
    • Berger, M. and V. Mizel: Volterra equations with Itô integrals. Part I. J. Int. Equ. 2 (1980), 187-245.
    • (1980) Part I. J. Int. Equ. , vol.2 , pp. 187-245
    • Berger, M.1    Mizel, V.2
  • 3
    • 84972503912 scopus 로고
    • Multiple Wiener integrals
    • Itô, K.: Multiple Wiener integrals. J. Math. Soc. Japan 3 (1951), 157-169.
    • (1951) J. Math. Soc. Japan , vol.3 , pp. 157-169
    • Itô, K.1
  • 4
    • 84856256112 scopus 로고
    • On Newton's method for stochastic differential equation
    • Kawabata, S. and T. Yamada: On Newton's method for stochastic differential equation. Lect. Notes Math. 1485 (1991), 121-137.
    • (1991) Lect. Notes Math. , vol.1485 , pp. 121-137
    • Kawabata, S.1    Yamada, T.2
  • 5
    • 0039088136 scopus 로고
    • Approximate solutions for a class of stochastic evolution equations with variable delays
    • Mao, X.: Approximate solutions for a class of stochastic evolution equations with variable delays. Numer. Funct. Anal. Optimiz. 12 (1991), 525-533.
    • (1991) Numer. Funct. Anal. Optimiz. , vol.12 , pp. 525-533
    • Mao, X.1
  • 6
    • 0039086682 scopus 로고
    • Approximate solutions for stochastic differential equations with pathwise uniqueness
    • Mao, X.: Approximate solutions for stochastic differential equations with pathwise uniqueness. Stoch. Anal. Appl. 12 (1994), 355-367.
    • (1994) Stoch. Anal. Appl. , vol.12 , pp. 355-367
    • Mao, X.1
  • 7
    • 0001339314 scopus 로고
    • Notions sur les intégrales multiples
    • Meyer, P. A.: Notions sur les intégrales multiples. Lect. Notes Math. 511 (1976), 321-331.
    • (1976) Lect. Notes Math. , vol.511 , pp. 321-331
    • Meyer, P.A.1
  • 8
    • 0008529514 scopus 로고
    • Sur les intégrales stochastiques multiples
    • Ruiz de Chaves, J.: Sur les intégrales stochastiques multiples. Lect. Notes Math. 1123 (1985), 248-257.
    • (1985) Lect. Notes Math. , vol.1123 , pp. 248-257
    • De Ruiz Chaves, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.