Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-07-17
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs).
Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations.
Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs.
The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.
American Psychological Association (APA)
Yang, Hua& Jiang, Feng. 2011. Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-993133
Modern Language Association (MLA)
Yang, Hua& Jiang, Feng. Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching. Journal of Applied Mathematics No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-993133
American Medical Association (AMA)
Yang, Hua& Jiang, Feng. Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching. Journal of Applied Mathematics. 2011. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-993133
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993133