A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDEs) in which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The theorem is illustrated on a number of particular numerical methods, including a special balanced scheme and fully implicit methods. The proposed special balanc...

متن کامل

An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients

We consider the approximation of stochastic differential equations (SDEs) with non-Lipschitz drift or diffusion coefficients. We present a modified explicit EulerMaruyama discretisation scheme that allows us to prove strong convergence, with a rate. Under some regularity and integrability conditions, we obtain the optimal strong error rate. We apply this scheme to SDEs widely used in the mathem...

متن کامل

Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients

Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. The important case of superlinearly growing coefficients, however, remained an open question for a long time now. The main difficulty is that numerically weak conv...

متن کامل

Ergodicity For SDEs and Approximations: Locally Lipschitz Vector Fields

The ergodic properties of SDEs, and various time discretizations for SDEs, are studied. The ergodicity of SDEs is established by using techniques from the theory of Markov chains on general state spaces. Application of these Markov chain results leads to straightforward proofs of ergodicity for a variety of SDEs, in particular for problems with degenerate noise and for problems with locally Lip...

متن کامل

A novel existence and uniqueness theorem for solutions to FDEs driven by Lius process with weak Lipschitz coefficients

This paper we investigate the existence and uniqueness of solutions to fuzzydierential equations driven by Liu's process. For this, it is necessary to provideand prove a new existence and uniqueness theorem for fuzzy dierential equationsunder weak Lipschitz condition. Then the results allows us to considerand analyze solutions to a wide range of nonlinear fuzzy dierential equationsdriven by Liu...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SIAM Journal on Numerical Analysis

سال: 2013

ISSN: 0036-1429,1095-7170

DOI: 10.1137/120902318