APPROXIMATION OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH FRACTIONAL BROWNIAN MOTION BY SOLUTIONS OF RANDOM ORDINARY DIFFERENTIAL EQUATIONS

被引：0

作者：

Ral'chenko, K. V. ^{[1
]}

Shevchenko, H. M. ^{[1
]}

机构：

[1] Shevchenko Kyiv Natl Univ, Kiev, Ukraine

来源：

UKRAINIAN MATHEMATICAL JOURNAL | 2011年 / 62卷 / 09期

关键词：

CALCULUS; RESPECT; DRIVEN;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove a general theorem on the convergence of solutions of stochastic differential equations. As a corollary, we obtain a result concerning the convergence of solutions of stochastic differential equations with absolutely continuous processes to a solution of an equation with Brownian motion.

引用

页码：1460 / 1475

页数：16

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