Almost Sure and Lp Convergence of Split-Step Backward Euler Method for Stochastic Delay Differential Equation. (4th June 2014)
- Record Type:
- Journal Article
- Title:
- Almost Sure and Lp Convergence of Split-Step Backward Euler Method for Stochastic Delay Differential Equation. (4th June 2014)
- Main Title:
- Almost Sure and Lp Convergence of Split-Step Backward Euler Method for Stochastic Delay Differential Equation
- Authors:
- Guo, Qian
Tao, Xueyin - Other Names:
- Rossi Julio D. Academic Editor.
- Abstract:
- Abstract : The convergence of the split-step backward Euler (SSBE) method applied to stochastic differential equation with variable delay is proven in L p -sense. Almost sure convergence is derived from the L p convergence by Chebyshev's inequality and the Borel-Cantelli lemma; meanwhile, the convergence rate is obtained.
- Is Part Of:
- Abstract and applied analysis. Volume 2014(2014)
- Journal:
- Abstract and applied analysis
- Issue:
- Volume 2014(2014)
- Issue Display:
- Volume 2014, Issue 2014 (2014)
- Year:
- 2014
- Volume:
- 2014
- Issue:
- 2014
- Issue Sort Value:
- 2014-2014-2014-0000
- Page Start:
- Page End:
- Publication Date:
- 2014-06-04
- Subjects:
- Mathematical analysis -- Periodicals
Mathematical analysis
Applied Mathematics
Mathematical Analysis
Periodicals
515.05 - Journal URLs:
- http://www.hindawi.com/journals/aaa ↗
http://ProjectEuclid.org/aaa ↗ - DOI:
- 10.1155/2014/390418 ↗
- Languages:
- English
- ISSNs:
- 1085-3375
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 19895.xml