Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments
نویسندگان
چکیده
منابع مشابه
Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments
and Applied Analysis 3 with initial data x 0 x0, where f :R ×Rn → R, g:R ×Rn → Rn×d, x0 is a vector, and · denotes the greatest-integer function. By the definition of stochastic differential, this equation is equivalent to the following stochastic integral equation:
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2012
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2012/643783