The invariance of asymptotic laws of linear stochastic systems under discretization

ZAMM Zeitschrift fur Angewandte Mathematik und Mechanik

Volumn 79, Issue 6, 1999, Pages 375-382

  Schurz, H ^a  

^a UNIVERSIDAD DE LOS ANDES   (Colombia)

Author keywords

Asymptotic behaviour; Asymptotic equivalence of stochastic systems; Discretization methods; Linear stochastic systems; Ordinary stochastic differential equations

Indexed keywords

EID: 22644451310     PISSN: 00442267     EISSN: 15214001     Source Type: Journal    
DOI: 10.1002/(SICI)1521-4001(199906)79:6<375::AID-ZAMM375>3.0.CO;2-7     Document Type: Article

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