Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude

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...

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Detalles Bibliográficos
Autores principales: Yang, Hua, Jiang, Feng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3933539/
https://www.ncbi.nlm.nih.gov/pubmed/24672340
http://dx.doi.org/10.1155/2014/589167

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3933539/
https://www.ncbi.nlm.nih.gov/pubmed/24672340
http://dx.doi.org/10.1155/2014/589167

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