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20042025
most citedOn the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains

2 citations · 5 across the 5 of their papers we have counts for

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Showing 2021Show all

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math.PR2021★ 1 cited

Existence of strong solutions for Itô's stochastic equations via approximations. Revisited

I. Gyöngy, N. V. Krylov

Given strong uniqueness for an Itô's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approxima…