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On approximation of stochastic differential equations with coefficients depending on the past

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  1. V. Mackevičius
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Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 32, No. 2, pp. 285–298, April–June, 1992.

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Mackevičius, V. On approximation of stochastic differential equations with coefficients depending on the past. Lith Math J 32, 227–237 (1992). https://doi.org/10.1007/BF02450421

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  • DOI: https://doi.org/10.1007/BF02450421

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