Cargando…

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...

Descripción completa

Detalles Bibliográficos
Autores principales: Yang, Hua, Jiang, Feng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
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
_version_ 1782304948971634688
author Yang, Hua
Jiang, Feng
author_facet Yang, Hua
Jiang, Feng
author_sort Yang, Hua
collection PubMed
description 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.
format Online
Article
Text
id pubmed-3933539
institution National Center for Biotechnology Information
language English
publishDate 2014
publisher Hindawi Publishing Corporation
record_format MEDLINE/PubMed
spelling pubmed-39335392014-03-26 Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude Yang, Hua Jiang, Feng ScientificWorldJournal Research Article 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. Hindawi Publishing Corporation 2014-02-06 /pmc/articles/PMC3933539/ /pubmed/24672340 http://dx.doi.org/10.1155/2014/589167 Text en Copyright © 2014 H. Yang and F. Jiang. https://creativecommons.org/licenses/by/3.0/ This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
spellingShingle Research Article
Yang, Hua
Jiang, Feng
Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
title Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
title_full Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
title_fullStr Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
title_full_unstemmed Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
title_short Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
title_sort stochastic θ-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude
topic Research Article
url 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
work_keys_str_mv AT yanghua stochasticthmethodsforaclassofjumpdiffusionstochasticpantographequationswithrandommagnitude
AT jiangfeng stochasticthmethodsforaclassofjumpdiffusionstochasticpantographequationswithrandommagnitude