We consider a sequence of discrete parameter stochastic processes defined by solutions to stochastic difference equations. A condition is given that this sequence converges weakly to a continuous parameter process defined by solutions to a stochastic ordinary differential equation. Applying this res
โฆ LIBER โฆ
Convergence of a difference approximation of a stochastic Darboux equation
โ Scribed by Yu. M. Ermol'ev; T. I. Tsarenko
- Publisher
- Springer US
- Year
- 1978
- Tongue
- English
- Weight
- 584 KB
- Volume
- 13
- Category
- Article
- ISSN
- 1573-8337
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