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

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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

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