WEAK APPROXIMATION OF SOLUTIONS OF SYSTEMS OF STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：47

|

作者：

MILSHTEIN, GN

机构：

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1986年 / 30卷 / 04期

关键词：

D O I：

10.1137/1130095

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：750 / 766

页数：17

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