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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국전산응용수학회 Journal of applied mathematics & informatics Journal of applied mathematics & informatics 제34권 제5호
- 발행연도
- 2016.1
- 수록면
- 421 - 434 (14page)
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The main aim of this paper is to discuss the difference between the Euler-Maruyama's approximate solutions and the accurate solution to stochastic differential delay equation. To make the theory more understandable, we impose the non-uniform Lipschitz condition and weakened linear growth condition. Furthermore, we give the pth moment continuous of the approximate solution for the delay equation.
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참고문헌 (12)
참고문헌 신청
Y.J. Cho / 2012 / A note on the existence and uniqueness of the solutions to SFDEs / J. Inequal. Appl 126:1~16
T.E. Govindan / 2003 / Stability of mild solution of stochastic evolution equations with variable delay / Stochastic Anal. Appl 21:1059~1077
Y. -H. Kim / 2013 / A note on the solutions of Neutral SFDEs with infinite delay / J. Inequal. Appl 181:1~12
Y. -H. Kim / 2014 / On the pth moment estimates for the solution of stochastic differential equations / J. Inequal. Appl 395:1~9
Y. -H. Kim / 2016 / Euler-Maruyama’s approximate solutions to stochastic differential delay equation / Journal of Nonlinear and Convex Analysis 17:185~195
T.E. Govindan / 2003 / Stability of mild solution of stochastic evolution equations with variable delay / Stochastic Anal. Appl 21:1059~1077
Y. -H. Kim / 2013 / A note on the solutions of Neutral SFDEs with infinite delay / J. Inequal. Appl 181:1~12
Y. -H. Kim / 2014 / On the pth moment estimates for the solution of stochastic differential equations / J. Inequal. Appl 395:1~9
Y. -H. Kim / 2016 / Euler-Maruyama’s approximate solutions to stochastic differential delay equation / Journal of Nonlinear and Convex Analysis 17:185~195
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