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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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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi Publishing Corporation
2014
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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 |
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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 |