Stochastic differential of Ito – Levy processes
نویسندگان
چکیده
منابع مشابه
Application of DJ method to Ito stochastic differential equations
This paper develops iterative method described by [V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear functional equations, J. Math. Anal. Appl. 316 (2006) 753-763] to solve Ito stochastic differential equations. The convergence of the method for Ito stochastic differential equations is assessed. To verify efficiency of method, some examples are ex...
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ژورنال
عنوان ژورنال: Science and Technology Development Journal
سال: 2016
ISSN: 1859-0128,1859-0128
DOI: 10.32508/stdj.v19i2.792