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Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random Jump magnitudes

โœ Scribed by Mao Wei


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
260 KB
Volume
235
Category
Article
ISSN
0377-0427

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โœฆ Synopsis


In this paper, we study the following stochastic equations with variable delays and random jump magnitudes:

We establish the semi-implicit Euler approximate solutions for the above systems and prove that the approximate solutions converge to the analytical solutions in the meansquare sense as well as in the probability sense. Some known results are generalized and improved.


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