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Galerkin approximation of nonlinear Markov processes. (English) Zbl 0469.60078

Statistics and related topics, Proc. int. Symp., Ottawa 1980, 317-339 (1981).

MSC:

60J60 Diffusion processes
65C99 Probabilistic methods, stochastic differential equations
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
60H05 Stochastic integrals
60B11 Probability theory on linear topological spaces

Citations:

Zbl 0463.00016