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Some issues in discrete approximate solution for stochastic differential equations

✍ Scribed by Y. Komori; Y. Saito; T. Mitsui

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
747 KB
Volume
28
Category
Article
ISSN
0898-1221

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πŸ“œ SIMILAR VOLUMES

An application of Taylor series in the a
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
✍ Marija MiloΕ‘eviΔ‡; Miljana JovanoviΔ‡ πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 282 KB

The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initia