On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale

Rajeeva L. Karandikar

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 113-120

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Karandikar, Rajeeva L.. "On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale." Séminaire de probabilités de Strasbourg 25 (1991): 113-120. <http://eudml.org/doc/113750>.

@article{Karandikar1991,
author = {Karandikar, Rajeeva L.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {pathwise approximation; Euler-Peano approximation scheme; dominating process; control process; computer simulations},
language = {fre},
pages = {113-120},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale},
url = {http://eudml.org/doc/113750},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Karandikar, Rajeeva L.
TI - On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 113
EP - 120
LA - fre
KW - pathwise approximation; Euler-Peano approximation scheme; dominating process; control process; computer simulations
UR - http://eudml.org/doc/113750
ER -

References

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  1. 1. K. Bichteler. Stochastic integration and Lp— theory of Stochastic integration. Ann. Prob., 9, 1981, 48-89. Zbl0458.60057MR606798
  2. 2. M. Emery. Une topology sur e'espace des semimartingales. Seminaire de ProbablitiesXIII, Lecture notes in Mathematics721, p. 260-280, Springer-Verlag, Berlin (1979). Zbl0406.60057MR544800
  3. 3. R.L. Karandikar. Pathwise solution of stochastic differential equatios. Sankhya A, 43, 1981, 121-132. Zbl0507.60047MR666376
  4. 4. R.L. Karandikar. On Metivier-Pellaumail inequality, Emery toplogy and Pathwise formuale in Stochastic calculus. Sankhya A, 51, 1989, 121-143. Zbl0722.60048MR1065565
  5. 5. M. Metivier. Semimartingales, Walter de Gruter, Berlin, New York. (1982). Zbl0503.60054MR688144
  6. 6. P.A. Meyer. Sur la method de L.Schwartz pour les E.D.S. To appear in Seminaire de probablites. Zbl0745.60060MR1187774
  7. 7. L. Schwartz. La convergence de la serie de Picard pour les e.d.s.Seminaire de ProbablitiesXXIII, Lecture notes in Mathematics1372, p. 343-354, Springer-Verlag, Berlin (1989). Zbl0743.60056MR1022922

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