We consider a countable system of stochastic differential equation. Euler scheme for approximating these solutions is used, and the global error is estimated. Solutions are approximated by means of a process which takes values in a finite dimensional space. Finally, we expand the global error for a class of smooth functions in powers of the discretization step size.
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
Artículo de publicación ISIWe consider a countable system of stochastic differential equation. Euler...
Artículo de publicación ISIWe consider a countable system of stochastic differential equation. Euler...
Here we consider stochastic differential equations whose solutions take values in a Hilbert space. T...
Abstract: Stochastic differential equations provide a useful means of intro-ducing stochasticity int...
In this note we provide a stochastic method for approximating solutions of ordinary differential equ...
The Euler scheme is a well-known method of approximation of solutions of stochastic differential equ...
We study the Euler approximation scheme for solutions of stochastic differential equations with boun...
AbstractThe Euler scheme is a well-known method of approximation of solutions of stochastic differen...
AbstractWe prove that, under appropriate conditions, the sequence of approximate solutions construct...
AbstractConsider a scalar stochastic differential equation with solution process X. We present a det...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
Artículo de publicación ISIWe consider a countable system of stochastic differential equation. Euler...
Artículo de publicación ISIWe consider a countable system of stochastic differential equation. Euler...
Here we consider stochastic differential equations whose solutions take values in a Hilbert space. T...
Abstract: Stochastic differential equations provide a useful means of intro-ducing stochasticity int...
In this note we provide a stochastic method for approximating solutions of ordinary differential equ...
The Euler scheme is a well-known method of approximation of solutions of stochastic differential equ...
We study the Euler approximation scheme for solutions of stochastic differential equations with boun...
AbstractThe Euler scheme is a well-known method of approximation of solutions of stochastic differen...
AbstractWe prove that, under appropriate conditions, the sequence of approximate solutions construct...
AbstractConsider a scalar stochastic differential equation with solution process X. We present a det...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...
In this work we focus on the development of continuous extension of Euler-Maruyama method, which is ...