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

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Séminaire de Probabilités XXV

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1485))

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References

  1. K. Bichteler. Stochastic integration and L p— theory of Stochastic integration. Ann. Prob., 9, 1981, 48–89.

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  3. R.L. Karandikar. Pathwise solution of stochastic differential equations. Sankhya A, 43, 1981, 121–132.

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  4. R.L. Karandikar. On Metivier-Pellaumail inequality, Emery topology and Pathwise formuale in Stochastic calculus. Sankhya A, 51, 1989, 121–143.

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  5. M. Metivier. Semimartingales, Walter de Gruter, Berlin, New York. (1982).

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Authors and Affiliations

  1. Indian Statistical Institute, New Delhi, 7,SJS Sansanwal Marg, 110016, New Delhi, India

    Rajeeva L. Karandikar

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  1. Rajeeva L. Karandikar
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Jaques Azéma Marc Yor Paul André Meyer

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© 1991 Springer-Verlag

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Karandikar, R.L. (1991). On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXV. Lecture Notes in Mathematics, vol 1485. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100851

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  • DOI: https://doi.org/10.1007/BFb0100851

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-54616-0

  • Online ISBN: 978-3-540-38496-0

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