You are here: Home :: Area NEM :: Mathematics :: Stochastics

A. Yu. Pilipenko

Approximation theorem for stochastic differential equations with interaction

The approximation theorem for an infinite system of interacting stochastic differential equations is proved. This result is applied then for describing the support of the distribution of the solution of this system.

Random Operators and Stochastic Equations, Walter de Gruyter

Print ISSN: 0926-6364
Volume: 11, 09/2003
Pages: 213 - 228

Show full article (external site)

Show all available items of this journal

 

Area NEM