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Solutions of systems of stochastic equations

✍ Scribed by Yu. N. Blagoveshchenskii


Publisher
Springer US
Year
1988
Tongue
English
Weight
177 KB
Volume
40
Category
Article
ISSN
1573-8795

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πŸ“œ SIMILAR VOLUMES


Euler scheme for solutions of a countabl
✍ Jaime San Martı́n; Soledad Torres πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 111 KB

We consider a countable system of stochastic di erential equation. Euler scheme for approximating these solutions is used, and the global error is estimated. Solutions are approximated by means of a process which takes values in a ΓΏnite dimensional space. Finally, we expand the global error for a cl