Loading [MathJax]/jax/output/SVG/config.js
Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1987, Volume 32, Issue 2, Pages 367–373 (Mi tvp1424)  
This article is cited in 10 scientific papers (total in 10 papers)

Short Communications

Eyler Curves for Îto Equations with Monotone Coefficients

L. A. Alyushina
Full-text PDF (440 kB) Citations (10)
Received: 20.12.1984
English version:
Theory of Probability and its Applications, 1987, Volume 32, Issue 2, Pages 340–345
DOI: https://doi.org/10.1137/1132046
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. A. Alyushina, “Eyler Curves for Îto Equations with Monotone Coefficients”, Teor. Veroyatnost. i Primenen., 32:2 (1987), 367–373; Theory Probab. Appl., 32:2 (1987), 340–345
Citation in format AMSBIB
\Bibitem{Aly87}
\by L.~A.~Alyushina
\paper Eyler Curves for \^Ito Equations with Monotone Coefficients
\jour Teor. Veroyatnost. i Primenen.
\yr 1987
\vol 32
\issue 2
\pages 367--373
\mathnet{http://mi.mathnet.ru/tvp1424}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=902767}
\zmath{https://zbmath.org/?q=an:0663.60049|0624.60072}
\transl
\jour Theory Probab. Appl.
\yr 1987
\vol 32
\issue 2
\pages 340--345
\crossref{https://doi.org/10.1137/1132046}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1988N012300016}
Linking options:
  • https://www.mathnet.ru/eng/tvp1424
  • https://www.mathnet.ru/eng/tvp/v32/i2/p367
    • This publication is cited in the following 10 articles:
    1. Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen, “Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes”, Ann. Statist., 52:2 (2024)  crossref
    2. Evelyn Buckwar, Adeline Samson, Massimiliano Tamborrino, Irene Tubikanec, “A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model”, Applied Numerical Mathematics, 179 (2022), 191  crossref
    3. I. Gyöngy, N. V. Krylov, “Existence of strong solutions for Itô's stochastic equations via approximations: revisited”, Stoch PDE: Anal Comp, 10:3 (2022), 693  crossref
    4. Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden, “Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations”, Ann. Appl. Probab., 23:5 (2013)  crossref
    5. Ji Cheng Liu, “Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients”, Acta. Math. Sin.-English Ser., 29:8 (2013), 1555  crossref
    6. Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden, “Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients”, Ann. Appl. Probab., 22:4 (2012)  crossref
    7. István Gyöngy, “A Note on Euler's Approximations”, Potential Analysis, 8:3 (1998), 205  crossref
    8. István Gyöngy, Nicolai Krylov, “Existence of strong solutions for Itô's stochastic equations via approximations”, Probab. Th. Rel. Fields, 105:2 (1996), 143  crossref
    9. N. V. Krylov, “A simple proof of the existence of a solution to the Itô equation with monotone coefficients”, Theory Probab. Appl., 35:3 (1990), 583–587  mathnet  mathnet  crossref  isi
    10. L. A. Alyushina, “Passage to the Limit in Stochastic Itô Equations with Monotonic Coefficients”, Theory Probab. Appl., 32:4 (1987), 741–744  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:220
    Full-text PDF :98
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025