AbstractIn this paper we show an approximation diffusion theorem for a stochastic integral equation on the plane driven by a two-parameter Wiener process. This result is obtained by means of the martingale problem approach for two-parameter processes
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
In this paper, the strong approximation of a stochastic partial differential equation, whose differe...
We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial diffe...
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the p...
Due to copyright restrictions, the access to the full text of this article is only available via sub...
In this paper, we consider the diffusion approximations of some stochastic processes with discrete p...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
Consider an Ito ̂ process X satisfying the stochastic differential equation dX = a(X) dt + b(X) dW w...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation o...
A two-step difference scheme for the numerical solution of the initial-boundary value problem for st...
The aim of this paper is to approximate the expectation of a large class of functionals of the solut...
Röckner M, Xie L. Diffusion approximation for fully coupled stochastic differential equations. Annal...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
In this paper, the strong approximation of a stochastic partial differential equation, whose differe...
We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial diffe...
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the p...
Due to copyright restrictions, the access to the full text of this article is only available via sub...
In this paper, we consider the diffusion approximations of some stochastic processes with discrete p...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
Consider an Ito ̂ process X satisfying the stochastic differential equation dX = a(X) dt + b(X) dW w...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation o...
A two-step difference scheme for the numerical solution of the initial-boundary value problem for st...
The aim of this paper is to approximate the expectation of a large class of functionals of the solut...
Röckner M, Xie L. Diffusion approximation for fully coupled stochastic differential equations. Annal...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
In this paper, the strong approximation of a stochastic partial differential equation, whose differe...
We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial diffe...
DOI
Add to ORKG