Numerical Schemes for Stochastic Differential Equations with Variable and Distributed Delays: The Interpolation Approach
Joint Authors
Zhao, Xueyan
Deng, Feiqi
Kuang, Shifang
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-24
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
A kind of the Euler-Maruyama schemes in discrete forms for stochastic differential equations with variable and distributed delays is proposed.
The linear interpolation method is applied to deal with the values of the solutions at the delayed instants.
The assumptions of this paper on the coefficients and related parameters are somehow weaker than those imposed by the related past literature.
The error estimations for the Euler-Maruyama schemes are given, which are proved to be the same as those for the fundamental Euler-Maruyama schemes.
American Psychological Association (APA)
Zhao, Xueyan& Deng, Feiqi& Kuang, Shifang. 2014. Numerical Schemes for Stochastic Differential Equations with Variable and Distributed Delays: The Interpolation Approach. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-1014230
Modern Language Association (MLA)
Zhao, Xueyan…[et al.]. Numerical Schemes for Stochastic Differential Equations with Variable and Distributed Delays: The Interpolation Approach. Abstract and Applied Analysis No. 2014 (2014), pp.1-11.
https://search.emarefa.net/detail/BIM-1014230
American Medical Association (AMA)
Zhao, Xueyan& Deng, Feiqi& Kuang, Shifang. Numerical Schemes for Stochastic Differential Equations with Variable and Distributed Delays: The Interpolation Approach. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-1014230
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014230