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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...
| Autores principales: | , |
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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 |