http://dspace.bsu.edu.ru/handle/123456789/54647| Title: | On sharp bounds in the t. lyons's neo-classical inequality, which is essential for the theory of stochastic differential equations |
| Authors: | Shishkina, E. Sitnik, S. Polunin, V. |
| Keywords: | mathematic mathematical analysis differential equations stochastic differential equations lyons's neo-classical inequality probability theory efficient numerical methods numerical results |
| Issue Date: | 2021 |
| Citation: | Shishkina, E. On sharp bounds in the t. lyons's neo-classical inequality, which is essential for the theory of stochastic differential equations / E. Shishkina, S. Sitnik, V. Polunin // Global and Stochastic Analysis. - 2021. - Vol.8, №2.-P. 77-86. - Refer.: p. 85-86. |
| Abstract: | In the famous paper of Terry Lyons a new approach to solving a general class of stochastic differential equations with nonsmooth data was proposed |
| URI: | http://dspace.bsu.edu.ru/handle/123456789/54647 |
| Appears in Collections: | Статьи из периодических изданий и сборников (на иностранных языках) = Articles from periodicals and collections (in foreign languages) |
| File | Description | Size | Format | |
|---|---|---|---|---|
| Shishkina_On sharp_21.pdf | 138.86 kB | Adobe PDF | View/Open |
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