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Unstable manifolds for RFDEs under discretization: the Euler method

โœ Scribed by G. Farkas


Book ID
104352229
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
866 KB
Volume
42
Category
Article
ISSN
0898-1221

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โœฆ Synopsis


generalization of the well-known unstable manifold theorem near hyperbolic equilibrium points of functional differential equations is formulated. The result says that the unstable manifold of the functional differential equation is close to its discretized counterpart if the stepsize of the discretization is sufficiently small.


๐Ÿ“œ SIMILAR VOLUMES


A note on asymptotic properties of the e
โœ Isao Shoji ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 239 KB

In this note we investigate asymptotic properties of an estimator, called the Euler estimator, which is obtained by maximizing the likelihood function of the process discretized by the Euler method. By linking the Euler estimator of the coefficients of the drift function of a stochastic differential