๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the Convergence of Coderivative of SAA Solution Mapping for a Parametric Stochastic Generalized Equation

โœ Scribed by Li-Wei Zhang; Jie Zhang; Yue Wu


Publisher
Springer Netherlands
Year
2010
Tongue
English
Weight
546 KB
Volume
19
Category
Article
ISSN
1877-0533

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on convergence rate of a lineariz
โœ Isao Shoji ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 192 KB

This note discusses convergence rate of a linearization method for the discretization of stochastic differential equations with multiplicative noise. The method is to approximate the drift coefficient by the local linearization method and the diffusion coefficient by the Euler method. The mixed meth