Approximation for nonsmooth functionals of stochastic differential equations with irregular drift
Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf
... Perkins For other titles in this series, go to http://www.springer.com/series/602 Eckhard Platen r Nicola Bruti-Liberati Numerical Solution of Stochastic Differential Equations with Jumps in Finance ... (1.1.1) and tij ∈ T determines its probability E Platen, N Bruti-Liberati, Numerical Solution of Stochastic Differential Equations with Jumps in Finance,...
Báo cáo sinh học: " Existence of solutions for perturbed abstract measure functional differential equations" pot
... results on existence of solutions for abstract measure functional differential equations There were some consideration on abstract measure delay differential equations [2] and perturbed abstract measure ... sufficient conditions for existence of solutions are less conservative An example is given to illustrate the effectiveness of our existence theorem of sol...
Báo cáo hóa học: " New criteria for stability of neutral differential equations with variable delays by fixed points method" docx
... differential equations with variable delays Proc Am Math Soc 136, 909–918 (2008) 19 Ardjouni, A, Djoudi, A: Fixed points and stability in linear neutral differential equations with variable delays ... TA: Stability by fixed point theory or Liapunov’s theory: a comparison Fixed Point Theory 4, 15–32 (2003) 10 Zhang, B: Fixed points and stability in di...
Báo cáo hóa học: " Positive solutions of the three-point boundary value problem for fractional-order differential equations with an advanced argument" ppt
... 42:1353-1363 Yang Ch, Zhai Ch, Yan J: Positive solutions of the three-point boundary value problem for second order differential equations with an advanced argument Nonlinear Anal 2006, 65:2013-2023 Jankowski ... article as: Wang et al.: Positive solutions of the three-point boundary value problem for fractional-order differential equations...
Báo cáo hóa học: " Positive solutions for a coupled system of nonlinear differential equations of mixed fractional orders" pot
... solution for a singular coupled system of nonlinear fractional differential equations Appl Math Comput 2004, 150:611-621 25 Su X: Boundary value problem for a coupled system of nonlinear fractional differential ... fractional differential equations in two dimensions with delay Abstr Appl Anal 2010, 2010:1-16 31 Kilbas AA, Srivastava HH, Trujillo JJ: The...
báo cáo hóa học:" Extremal solutions for certain type of fractional differential equations with maxima" pptx
... Extremal solutions for certain type of fractional differential equations with maxima Rabha W Ibrahim Institute of Mathematical Sciences, University Malaya, ... the existence of extremal solutions for fractional differential equations with maxima Introduction Fractional calculus has become an exciting new mathematical method of solution of diverse problems...
Báo cáo hóa học: " Research Article Fixed Points and Stability in Neutral Stochastic Differential Equations with Variable Delays" pot
... Volterra integral equation,” Fixed Point Theory and Applications, vol 2007, Article ID 57064, pages, 2007 J Luo, Fixed points and stability of neutral stochastic delay differential equations, ” ... Burton, Fixed points and stability of a nonconvolution equation,” Proceedings of the American Mathematical Society, vol 132, no 12, pp 3679–3687, 2004 T A Burton and T Fur...
Báo cáo hóa học: " Research Article Existence of Solutions for Second-Order Nonlinear Impulsive Differential Equations with Periodic Boundary Value Conditions" potx
... growth of the nonlinearity of f (t, p) in p Inspired by [21, 24, 25], in this paper, we investigate the following second-order impulsive nonlinear differential equations with periodic boundary value ... for second order impulsive differential equations, ” Applied Mathematics and Computation, vol 114, no 1, pp 51–59, 2000 [17] L Chen and J Sun, Nonlinear boundary...
Numerical Solution of Stochastic Differential Equations with Jumps in Finance docx
... Perkins For other titles in this series, go to http://www.springer.com/series/602 Eckhard Platen r Nicola Bruti-Liberati Numerical Solution of Stochastic Differential Equations with Jumps in Finance ... (1.1.1) and tij ∈ T determines its probability E Platen, N Bruti-Liberati, Numerical Solution of Stochastic Differential Equations with Jumps in Finance,...
Approximation for nonsmooth functionals of stochastic differential equations with irregular drift
... Solution of Stochastic Differential Equations Springer [15] Kohatsu-Higa, A., Lejay, A and Yasuda, K (2012) On Weak Approximation of Stochastic Differential Equations with Discontinuous Drift Coefficient ... convergent rates of the Euler-Maruyama scheme for specific classes of stochastic differential equations with discontinuous drift The aim of the pre...
CLASSIFICATION OF SOLUTIONS FOR A SYSTEM OF INTEGRAL 2 EQUATIONS WITH NEGATIVE EXPONENTS VIA THE METHOD OF 3 MOVING SPHERES
... U, Classification of solutions for a system of integral equations, Comm Partial Differential Equations 30 (20 05), pp 59–65 1, 26 30 31 32 33 34 35 36 SYSTEM OF INTEGRAL EQUATIONS VIA THE METHOD ... setting, Eq (1 .3) is associated with some fourth order partial differential equation since it simply becomes 25 (−∆ )2 u = u−q 20 21 22 23 26 2...
Strong approximation for non Lipschitz stochastic functional differential equations with distributed delays
... convergence of strong error of EM type approximation schemes for stochastic functional differential equations, e.g in [10], [13], [12], [1], [7], [8] for stochastic differential delay equations, ... functional differential equations with distributed memory term, Monte Carlo Methods Appl 3-4 (2004) 235-244 [3] E Buckwar, One-step approximations for stochastic...
Strong Rate of Tamed EulerMaruyama Approximation for Stochastic Differential Equations with H¨older Continuous Diffusion Coefficient
... Solution of Stochastic Differential Equations Springer Ngo, H-L and Taguchi, D (2013) Strong rate of convergence for the EulerMaruyama approximation of stochastic differential equations with irregular ... extensive studies on the strong approximations of SDE (1.1) with non-Lipschitz coefficients The rates of Euler-Maruyama scheme for SDEs with H¨olde...
A representation for characteristic functionals of stable random measures with values in sazonov spaces
... representation for characteristic functionals of stable random measures 39 [9] A R Soltani and S Mahmoodi, Characterization of multidimensional stable random measures by means of vector measures, ... A (.) = exp{− A k(., y)µ(dy)} is a characteristic functional Let Φ (A) be an X -valued random vector with characteristic functional A representation...
Từ khóa:
- estimation of stochastic differential equations
- solution of linear differential equations with variable coefficients
- solve a system of linear differential equations with variable coefficients
- solution of linear differential equations with constant coefficients
- solutions of linear differential equations with constant coefficients by matrix methods
- applications of partial differential equations in physics
- applications of partial differential equations in computer science
- use of partial differential equations in real life