The Euler–Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
نویسندگان
چکیده
منابع مشابه
Ergodic Type Solutions of Differential Equations with Piecewise Constant Arguments
We summarize the conditions discovered for the existence of new ergodic type solutions (asymptotically almost periodic, pseudo almost periodic, . . .) of differential equations with piecewise constant arguments. Their existence is characterized by introducing a new tool, the ergodic sequences. 2000 Mathematics Subject Classification. 39-02, 34K14, 34D09.
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2016
ISSN: 0377-0427
DOI: 10.1016/j.cam.2015.11.019