A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
نویسندگان
چکیده
منابع مشابه
Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
and Applied Analysis 3 (H3) There exists L 2 > 0 satisfying h(x, y, u) 2 H ≤ L 2 (‖x‖ 2 H + y 2 H ) , (12) for each x, y ∈ H and u ∈ Z. (H4) For ξ ∈ Db F0 0],H), there exists a constantL3 > 0 such that E ( ξ (s) − ξ (t) 2 ) ≤ L 3 |t − s| 2 , t, s ∈ [−τ, 0] . (13) We now describe our Euler-Maruyama scheme for the approximation of (1). For any n ≥ 1, let π n : H → H n = span{...
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ژورنال
عنوان ژورنال: Nonlinear Differential Equations and Applications NoDEA
سال: 2017
ISSN: 1021-9722,1420-9004
DOI: 10.1007/s00030-017-0440-3