Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
✍ Scribed by Higham, Desmond J.; Mao, Xuerong; Stuart, Andrew M.
- Book ID
- 118190294
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2002
- Tongue
- English
- Weight
- 217 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0036-1429
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📜 SIMILAR VOLUMES
Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Most of
In the literature [1] [Existence and uniqueness of the solutions and convergence of semiimplicit Euler methods for stochastic pantograph equation, J. Math. Anal. Appl. 325 (2007Appl. 325 ( ) 1142Appl. 325 ( -1159]], Fan and Liu investigated the existence and uniqueness of the solution for stochastic