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Sur l’approximation des solutions d’équations différentielles stochastiques. (French) Zbl 0374.60081

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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[1] Ito, K.: On stochastic differential equations. Mem. Amer. Math. Soc. 4, C’est un livre publié par ?Amer. Math. Soc.? (1951)
[2] Ito. K.: Lectures on stochastic processes. Tata Institute, Bombay (1961) · Zbl 0114.34104
[3] Maruyama, G.: Continuous markov processes and stochastic equations. Rend. Circ. Mat. Palermo, Ser. 2, T. 4, 48-90 (1955) · Zbl 0053.40901
[4] Skorohod, A. V.: Studies in the theory of random processes. Kiev: Maison de publication de l’Université de Kiev. (1961)
[5] Girsanov, I. V.: An example of non-uniqueness of the solution of the stochastic differential equation of K. Ito. Theor. Probability Appl., 7, 336-342 (1962) · Zbl 0151.22504
[6] Yamada, T., Watanabe, S.: On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ., 11, 155-167 (1971) · Zbl 0236.60037
[7] Feller, W.: An introduction to probability theory and its applications. Vol. 2. New York: J. Willey 1966 · Zbl 0138.10207
[8] Kushner, H. J.: On the weak convergence of interpolated markov chains to a diffusion. Ann. Probability 2, 40-50 (1974) · Zbl 0285.60064
[9] Watanabe, S.: Kakuritsu bibun hÔteishiki (Equations différentielles stochastiques). Tokyo: Sangyo-Tosho 1975
[10] Okamura, H.: ZyÔ Bibun HÔteishiki Zyosetsu (L’essai sur équations différentielles ordinaires). Tokyo: Kawade-ShobÔ 1950
[11] Okamura, H.: Sur l’unicité de la solution de dy/dx=f(x, y). Mem. Coll. Sci., Univ. Kyoto, Ser. A, 17, 319-329 (1934) · JFM 60.1093.01
[12] Okabe, Y., Shimizu, A.: On the pathwise uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. 15, 455-466 (1975) · Zbl 0353.60055
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