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1. [formula omitted]-convergence of Picard’s successive approximations to solutions of stochastic differential equations.

Author

Li, Zhen and Liu, Jicheng

Subjects
*STOCHASTIC differential equations, *STOCHASTIC convergence, *PICARD number, *APPROXIMATION theory, *COEFFICIENTS (Statistics)
Abstract

In this paper, we prove that for a stochastic differential equation with the coefficients of class C ∞ , the successive approximations of Picard converge in the C ∞ -sense, which implies that the solution to stochastic differential equation is of class C ∞ in the initial value x almost surely. [ABSTRACT FROM AUTHOR]

Published
2017
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