نتایج جستجو برای: backward differential formula
تعداد نتایج: 395919 فیلتر نتایج به سال:
In this paper, we use the Yoshida approximation to prove the existence and uniqueness of a solution for the backward doubly stochastic differential equation when the generator is monotone and continuous. Before that we present the results for existence and uniqueness of an adapted solution of the backward doubly stochastic differential equation under some generals conditions.
In this paper we propose a new notion of Forward-Backward Martingale Problem (FBMP), and study its relationship with the weak solution to the backward stochastic differential equations. The FBMP extends the idea of the well-known (forward) martingale problem of Stroock and Varadhan, but it is structured specifically to fit the nature of a forward-backward stochastic differential equation (FBSDE...
Previous studies of the stability of the second-order backward differentiation formula have concluded that stability is possible only if restrictions are placed on the stepsize ratios, for example, limiting the ratio to some value less than 1 + fi. However, actual implementations of the BDFs differ from the usual theoretical models of such methods; in particular, practical codes use scaled deri...
the spline collocation method is employed to solve a system of linear and nonlinear fredholm and volterra integro-differential equations. the solutions are collocated by cubic b-spline and the integrand is approximated by the newton-cotes formula. we obtain the unique solution for linear and nonlinear system $(nn+3n)times(nn+3n)$ of integro-differential equations. this approximation reduces th...
Butcher series are combinatorial devices used in the study of numerical methods for differential equations evolving on vector spaces. More precisely, they are formal series developments of differential operators indexed over rooted trees, and can be used to represent a large class of numerical methods. The theory of backward error analysis for differential equations has a particularly nice desc...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید