Buchumschlag

Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations

We prove a general theorem on the convergence of solutions of stochastic differential equations. As a corollary, we obtain a result concerning the convergence of solutions of stochastic differential equations with absolutely continuous processes to a solution of an equation with Brownian motion.

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Datum:	2010
Hauptverfasser:	Ral’chenko, K. V., Shevchenko, H. M., Ральченко, К. В., Шевченко, Г. М.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2010
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/2952
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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