Strong Rate of Tamed EulerMaruyama Approximation for Stochastic Differential Equations with H¨older Continuous Diffusion Coefficient

... _ : CRITERIA OF ACCEPTANCE FOR CONSTANT RATE OF STRAIN CONSOLIDATION TEST FOR COHESIVE SOIL LAM CHEE SIANG A thesis submitted in fulfilment of the requirements for the award of the degree of Master ... Example of Loading and Unloading Stage for Standard Oedometer Test 20 2.3 Constant Rate of Strain Consolidation Test Constant rate of...

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... 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,...

Ngày tải lên: 19/02/2014, 22:20

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Ngày tải lên: 21/06/2014, 23:20

... and 2-uniformly smooth Banach space and C a nonempty closed convex subset of E Let QC be a sunny nonexpansive retraction from E onto C, α > 0, and A an α -inverse strongly accretive operator of ... Evidently, the definition of the inverse strongly accretive operator is based on that of the inverse strongly monotone operator Let D be a subset of C and let Q be a mappi...

Ngày tải lên: 22/06/2014, 02:20

... converges strongly to ΠF T x0 , where ΠF T · is the generalized projection from C onto F T The purpose of this article is to prove strong convergence theorems for fixed points of closed hemi-relatively ... Takahashi can be used for relatively nonexpansive mapping, but it cannot be used for hemi-relatively nonexpansive mapping The results of this paper modify and impro...

Ngày tải lên: 22/06/2014, 06:20

... integers and real numbers, respectively Let E be a Banach space and let E∗ be the dual space of E For a sequence {xn } of E and a point x ∈ E, the weak convergence of {xn } to x and the strong x and ... Inoue et al 20 and Su et al 19 , we modify iterations 1.4 and 1.5 to obtain strong convergence theorems for finding a common element of the zero point set of...

Ngày tải lên: 22/06/2014, 11:20

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Ngày tải lên: 22/06/2014, 18:20

... 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,...

Ngày tải lên: 28/06/2014, 17:20

... 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...

Ngày tải lên: 14/10/2015, 07:53

... 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...

Ngày tải lên: 14/10/2015, 07:55

... 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...

Ngày tải lên: 14/10/2015, 07:58