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Precise Estimates for the Solution of Stochastic Functional Differential Equations with Discontinuous Initial Data: A Mathematical Approach

We have established a uniform error bound for the Euler approximation to the solution process of the Stochastic Funtional Differential Equation (S.F.D.E.) (1.11) over the entire time span in this chapter. We discovered the upper bound for the difference between

Uniform Convergence of Euler Approximation of the Solution of Stochastic Functional Differential Equations with Discontinuous Initial Data

Because model Delay SDEs are often non-linear and do not allow for explicit solutions, numerical approximation approaches for solutions of delay stochastic equations are clearly required. Early explorations in this area were conducted in [1] and [2]. Many physical phenomenon

Differential Equations, Special Functions, Laplace Transform by Differential Calculus

A formula changing the operator ) B(g)A(f where I ˆBAAB  into a sum of operators !k/)A(f)B(g )k()k( is proved. Thank to this relation between operators a new and rapid method for resolutions of differential equations is exposed in details.

Precise Estimates for the Solution of Stochastic Functional Differential Equations with Discontinuous Initial Data: A Mathematical Approach

Uniform Convergence of Euler Approximation of the Solution of Stochastic Functional Differential Equations with Discontinuous Initial Data

Differential Equations, Special Functions, Laplace Transform by Differential Calculus

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