| Title |
On approximation of stochastic integral equations driven by continuous p-semimartingales |
| Translation of Title |
Stochastinių integralinių lygčių, valdomų tolydžiųjų p-semimartingalų, aproksimacija. |
| Authors |
Kubilius, Kęstutis |
| DOI |
10.15388/LMR.2001.34426 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys.. Vilnius. 2001, t. 41, spec. nr., p. 165-170.. ISSN 0132-2818. eISSN 2335-898X |
| Keywords [eng] |
Fractional Brownian motion ; Wong-Zakai approximation |
| Published |
Vilnius |
| Type |
Journal article |
| Language |
English |
| Publication date |
2001 |
| CC license |
|
