Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments
نویسندگان
چکیده
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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