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Sur l'approximation de la solution d'une équation différentielle stochastique anticipative

Y. Ouknine;  A. Berkaoui — 1999

Annales mathématiques Blaise Pascal

Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.

Berkaoui, A. — 2004

Portugaliae Mathematica. Nova Série

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Languages

  • 1 en
  • 1 fr

Document types

  • 2 Article

Journals

  • 1 Annales mathématiques Blaise Pascal
  • 1 Portugaliae Mathematica. Nova Série

Years

  • 1 2004
  • 1 1999

Authors

  • 2 Berkaoui, A
  • 1 Ouknine, Y
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