摘要
本文估计了某类Ｈｌｄｅｒ范数下具有光滑有界系数的随机微分方程的Ｓｔｒｏｏｃｋ－Ｖａｒａｄｈａｎ逼近的收敛速度
In this paper we make an estimation on the speed of convergence for the Stroock Varadhan approximation of stochastic differential equation with smooth and bounded coefficients under some kinds of Holder norms.
出处
《应用数学》
CSCD
1999年第3期109-113,共5页
Mathematica Applicata
关键词
随机微分方程
S-V逼近
HOELDER范数
收敛速度
Stochastic Differential Equation
Stroock Varadhan Approximation
Holder Norms AMS(1991)Subject Classification:60H15
