Acta mathematica scientia,Series B ›› 1994, Vol. 14 ›› Issue (3): 272-282.
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Long Hongwei
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Abstract: In this paper,we consider the approximation problem of stochastic differential equation with respect to two-parameter Wiener processes and deal with the relation between the solution of stochastic differential equation dXn=σ(Xn)dBz+(1)/4σσ'(Xn) dz and the solution of ordinary differential equation dXn(z)=σ(Xn(z)dBzn,where Bzn is a special sequence of approximation to Bz.
Long Hongwei. THE APPROXIMATION THEOREM OF STOCHASTIC DIFFERENTIAL EQUATIONS IN THE PLANE[J].Acta mathematica scientia,Series B, 1994, 14(3): 272-282.
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