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Une remarque sur l’approximation des solutions d’E.D.S. (French) Zbl 0499.60065

Seminaire de probabilites XVI, Univ. Strasbourg 1980/81, Lect. Notes Math. 920, 409-411 (1982).

MSC:

60H20 Stochastic integral equations
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48 Generalizations of martingales

Keywords:

semimartingales
Full Text: Numdam EuDML