On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale
Karandikar, Rajeeva L.
Séminaire de probabilités de Strasbourg, Tome 25 (1991), p. 113-120 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1991-01-01
@article{SPS_1991__25__113_0,
     author = {Karandikar, Rajeeva L.},
     title = {On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {25},
     year = {1991},
     pages = {113-120},
     mrnumber = {1187775},
     zbl = {0747.93085},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1991__25__113_0}
}

Karandikar, Rajeeva L. On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale. Séminaire de probabilités de Strasbourg, Tome 25 (1991) pp. 113-120. http://gdmltest.u-ga.fr/item/SPS_1991__25__113_0/

1. K. Bichteler. Stochastic integration and Lp- theory of Stochastic integration. Ann. Prob., 9, 1981, 48-89. | MR 606798 | Zbl 0458.60057

2. M. Emery. Une topology sur e'espace des semimartingales. Seminaire de Probablities XIII, Lecture notes in Mathematics 721, p. 260-280, Springer-Verlag, Berlin (1979). | Numdam | MR 544800 | Zbl 0406.60057

3. R.L. Karandikar. Pathwise solution of stochastic differential equatios. Sankhya A, 43, 1981, 121-132. | MR 666376 | Zbl 0507.60047

4. R.L. Karandikar. On Metivier-Pellaumail inequality, Emery toplogy and Pathwise formuale in Stochastic calculus. Sankhya A, 51, 1989, 121-143. | MR 1065565 | Zbl 0722.60048

5. M. Metivier. Semimartingales, Walter de Gruter, Berlin, New York. (1982). | MR 688144 | Zbl 0503.60054

6. P.A. Meyer. Sur la method de L.Schwartz pour les E.D.S. To appear in Seminaire de probablites. | Numdam | MR 1187774 | Zbl 0745.60060

7. L. Schwartz. La convergence de la serie de Picard pour les e.d.s. Seminaire de Probablities XXIII, Lecture notes in Mathematics 1372, p. 343-354, Springer-Verlag, Berlin (1989). | Numdam | MR 1022922 | Zbl 0743.60056