Об аппроксимации стохастических уравнений Ито

И. Дъёндь

Matematiceskij sbornik (1990)

  • Volume: 181, Issue: 6, page 743-750
  • ISSN: 0368-8666

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Дъёндь, И.. "Об аппроксимации стохастических уравнений Ито." Matematiceskij sbornik 181.6 (1990): 743-750. <http://eudml.org/doc/72172>.

@article{Дъёндь1990,
author = {Дъёндь, И.},
journal = {Matematiceskij sbornik},
keywords = {Ito equation; Stratonovich equation; semimartingales},
language = {rus},
number = {6},
pages = {743-750},
publisher = {Tipogr. Lissnera i Sobko},
title = {Об аппроксимации стохастических уравнений Ито},
url = {http://eudml.org/doc/72172},
volume = {181},
year = {1990},
}

TY - JOUR
AU - Дъёндь, И.
TI - Об аппроксимации стохастических уравнений Ито
JO - Matematiceskij sbornik
PY - 1990
PB - Tipogr. Lissnera i Sobko
VL - 181
IS - 6
SP - 743
EP - 750
LA - rus
KW - Ito equation; Stratonovich equation; semimartingales
UR - http://eudml.org/doc/72172
ER -

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