JournalszaaVol. 16, No. 3pp. 761–768

Approximate Solutions for Multiple Stochastic Equations with Respect to Semimartingales

  • Constantin Tudor

    University of Bucharest, Romania

  • M. Tudor

    Academy of Economic Studies, Bucharest, Romania
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Abstract

In this paper we investigate different types of approximations for a class of multi-ple stochastic equations driven by semi martingales. This class includes in particular integro-differential equations and Volterra stochastic equations.

Cite this article

Constantin Tudor, M. Tudor, Approximate Solutions for Multiple Stochastic Equations with Respect to Semimartingales. Z. Anal. Anwend. 16 (1997), no. 3, pp. 761–768

DOI 10.4171/ZAA/790