Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-06
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
This paper is concerned with the convergence of stochastic θ-methods for stochastic pantograph equations with Poisson-driven jumps of random magnitude.
The strong order of the convergence of the numerical method is given, and the convergence of the numerical method is obtained.
Some earlier results are generalized and improved.
American Psychological Association (APA)
Yang, Hua& Jiang, Feng. 2014. Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude. The Scientific World Journal،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1050227
Modern Language Association (MLA)
Yang, Hua& Jiang, Feng. Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude. The Scientific World Journal No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1050227
American Medical Association (AMA)
Yang, Hua& Jiang, Feng. Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude. The Scientific World Journal. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1050227
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1050227
