@article{SPS_1988__22__155_0, author = {Kaneko, Hiroshi and Nakao, Shintaro}, title = {A note on approximation for stochastic differential equations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {22}, year = {1988}, pages = {155-162}, mrnumber = {960522}, zbl = {0647.60072}, language = {fr}, url = {http://dml.mathdoc.fr/item/SPS_1988__22__155_0} }
Kaneko, Hiroshi; Nakao, Shintaro. A note on approximation for stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 22 (1988) pp. 155-162. http://gdmltest.u-ga.fr/item/SPS_1988__22__155_0/
[1] Stochastic Differential Equations and Diffusion Processes, North-Holland and Kodansha, Tokyo, 1981. | MR 637061 | Zbl 0495.60005
and ,[2] On some limit theorems for solutions of stochastic differential equations, Séminaire de Probabilités XVI, Lecture Notes in Math., 920, Springer Verlag, Berlin, 1980/81. | Numdam | MR 658704 | Zbl 0484.60052
and ,[3] Controlled Diffusion Processes, Springer Verlag, Berlin, 1980. | MR 601776 | Zbl 0459.93002
,[4] Application du temps local aux équations differentielles stochastiques unidimensionnelles, Séminaire de Probabilités XVII, Lecture Notes in Math., 986, Springer Verlag, Berlin, 1981/82. | Numdam | MR 770393 | Zbl 0527.60062
,[5] Stochastic differential equation with reflecting boundary conditions, Comm. Pure Appl. Math., 37(1984), 511-537. | MR 745330 | Zbl 0598.60060
and ,[6] Statistics of Random Processes 1, Springer Verlag, Berlin, 1977. | MR 474486 | Zbl 0364.60004
and ,[7] Studies in the Theory of Random Processes, Addison-Wesley, Washington, 1965. | MR 185620 | Zbl 0146.37701
,[8] Stochastic differential equations with reflecting boundary conditions in convex regions, Hiroshima Math. J., 9(1979), 163-177. | MR 529332 | Zbl 0423.60055
,[9] Sur une construction des solutions d'équations différentielles stochastiques des les cas non-Lipschitzien, Séminaire de Probabilités XII, Lecture Notes in Math., 649, 1976/77. | Numdam | MR 520000 | Zbl 0382.60062
,