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A note on approximation for stochastic differential equations

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Séminaire de Probabilités XXII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1321))

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References

  1. N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland and Kodansha, Tokyo, 1981.

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Author information

Authors and Affiliations

  1. Department of Mathematical Sciences College of Engineering, University of Osaka Prefecture, Mozu-Umemachi, Sakai, 591, Osaka, Japan

    Hiroshi Kaneko

  2. Department of Mathematics, Osaka University, Toyonaka, 560, Osaka, Japan

    Shintaro Nakao

Authors
  1. Hiroshi Kaneko
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  2. Shintaro Nakao
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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© 1988 Springer-Verlag

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Kaneko, H., Nakao, S. (1988). A note on approximation for stochastic differential equations. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXII. Lecture Notes in Mathematics, vol 1321. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084132

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  • DOI: https://doi.org/10.1007/BFb0084132

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19351-7

  • Online ISBN: 978-3-540-39228-6

  • eBook Packages: Springer Book Archive

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