Title
Precise estimates for the solution of stochastic functional differential equations with discontinuous initial data : part 2
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Subject
Mathematics
Source (journal)
International journal of innovative science, engineering & technology
Volume/pages
1(2014) :8 , p. 192-200
ISSN
2348-7968
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Abstract
This work is a continuation to the work on Precise Estimates in [3] and the work on Approximation Theorems in [2]. Here we have proved that the Euler approximation of the S.F.D.E. considered in [2] and [3] is in fact nu- merically stable and weakly consistent.Note that here we have used the same introduction, notations and denitions as in[2] and [3].
Full text (open access)
https://repository.uantwerpen.be/docman/irua/21d2a2/5fabe36a.pdf
Handle