Title
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Precise estimates for the solution of stochastic functional differential equations with discontinuous initial data : part 2
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Author
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Abstract
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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]. |
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Language
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English
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Source (journal)
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International journal of innovative science, engineering & technology
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Publication
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2014
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Volume/pages
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1
:8
(2014)
, p. 192-200
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Full text (open access)
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