Open AccessSmooth approximation of stochastic differential equations
Author(s) -
David R. Kelly,
Ian Melbourne
Publication year - 2016
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/jme6-sj86
Subject(s) - stochastic differential equation , mathematics , differential equation , stochastic partial differential equation , mathematical analysis