Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients
The numerical methods in the current known literature require the stochastic differential equations (SDEs) driven by Poisson random measure satisfying the global Lipschitz condition and the linear growth condition. In this paper, Euler's method is introduced for SDEs driven by Poisson random measure...
-д хадгалсан:
| Үндсэн зохиолчид: | , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Wiley
2012-01-01
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| Цуврал: | Journal of Applied Mathematics |
| Онлайн хандалт: | http://dx.doi.org/10.1155/2012/675781 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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