A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations
نویسندگان
چکیده
منابع مشابه
A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations
and Applied Analysis 3 Now we present some lemmas to be used later for the proof of the convergence theorem. Consider a right continuous process YΔ l = {YΔ (t), t ∈ [−γ, T]}. YΔ l is called a discrete-time numerical approximationwithmaximum step size Δ l , if it is obtained by using a time discretization t Δ l , and the random variable YΔ l tn is F tn -measurable for n ∈ {1, . . . , N}. Further...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2013
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2013/750147