Geodesic
On approximation of Itô stochastic equations
Sbornik. Mathematics, Tome 70 (1991) no. 1, pp. 165-173 Cet article a éte moissonné depuis la source Math-Net.Ru

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Under relaxed conditions on the coefficients, an approximation to the solution of stochastic differential equations with semimartingales is established, when the integrals and the coefficients appearing in the equations are approximated. 
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     author = {I. Gy\"ongy},
     title = {On approximation of {It\^o} stochastic equations},
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     language = {en},
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I. Gyöngy. On approximation of Itô stochastic equations. Sbornik. Mathematics, Tome 70 (1991) no. 1, pp. 165-173. http://geodesic.mathdoc.fr/item/SM_1991_70_1_a10/

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