Skip to main content
Log in

On Approximation of Solutions to One Class of Stochastic Equations

  • Published:
Siberian Mathematical Journal Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. Wong E. and Zakai M., “On the convergence of ordinary integrals to stochastic integrals,”Ann. Math. Statist., 36, No. 5, 1560–1564 (1965).

    Google Scholar 

  2. Sussman H. J., “On the gap between deterministic and stochastic ordinary differential equations,” Ann. Probab., 6, No. 1, 19–41 (1978).

    Google Scholar 

  3. Gikhman I. I. and Skorokhod A. V., The Theory of Stochastic Processes. Vol. 3 [in Russian], Nauka, Moscow (1975).

    Google Scholar 

  4. Matskyavichyus V., “Stability of solutions of stochastic differential equations in the case of uniform perturbations of controlling semimartingales,” in: Statistics and Control of Stochastic Processes [in Russian], Nauka, Moscow, 1989, pp. 143–147.

    Google Scholar 

  5. Lazakovich N. V., Stashulenok S. P., and Stemkovskaya T. V., “Associated solutions of equations in differentials in the direct product of algebras of generalized random processes,” Teor. Veroyatnost. i Primenen., 43, No. 2, 272–293 (1998).

    Google Scholar 

  6. Pugachev V. S. and Sinitsyn I. N., Stochastic Differential Systems. Analysis and Filtering, John Wiley and Sons, Chichester (1987).

    Google Scholar 

  7. Ikeda N. and Watanabe S., Stochastic Differential Equations and Diffusion Processes, North-Holland, Amsterdam, Oxford, and New York (1981).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Lazakovich, N.V., Yablonskiī, O.L. On Approximation of Solutions to One Class of Stochastic Equations. Siberian Mathematical Journal 42, 75–90 (2001). https://doi.org/10.1023/A:1004893510199

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1004893510199

Keywords

Navigation