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On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming

โœ Scribed by Kashima, Kenji; Kawai, Reiichiro


Book ID
120229975
Publisher
Society for Industrial and Applied Mathematics
Year
2013
Tongue
English
Weight
411 KB
Volume
35
Category
Article
ISSN
1064-8275

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โœ N. Bellomo; E. Cafaro; G. Rizzi ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 577 KB

This paper deals with the problem of defining and analysing a general mathematical model for the analysis of physical systems described by ordinary stochastic differential equations with random coefficients and initial conditions. The existence, continuity and stability of the evolution process defi