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Weak Convergence of Approximations of I tǒ Integral Equations
Author(s) -
Platen E.
Publication year - 1980
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/zamm.19800601108
Subject(s) - mathematics , convergence (economics) , moment (physics) , integral equation , mathematical analysis , approximations of π , physics , classical mechanics , economics , economic growth
Weak convergence is proved for continuously interpolated approximations of Itǒ integral equations, which were presented in Wagner, Platen [8], under the assumption of existence of the 4th moment of the initial value.