The Euler–Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments

出版年份 2016 全文链接

标题

作者

关键词

Stochastic differential equations, Piecewise constant arguments, Euler–Maruyama method, Mean square convergence, Exponential stability in mean square

出版物

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Volume 298, Issue -, Pages 1-12

出版商

Elsevier BV

发表日期

2015-12-05

DOI

10.1016/j.cam.2015.11.019

向作者/读者发起求助以获取更多资源

Protocol

在线求助

Reagent

在线求助

Reprint

联系作者

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More