Titlebook: Asymptotic Analysis for Functional Stochastic Differential Equations; Jianhai Bao,George Yin,Chenggui Yuan Book 2016 The Author(s) 2016 Fu

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書目名稱Asymptotic Analysis for Functional Stochastic Differential Equations讀者反饋學(xué)科排名

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,Convergence Rate of Euler–Maruyama Scheme for FSDEs,ighly nonlinear w.r.t. the delay variables. More precisely, we reveal that convergence rate of the EM scheme is . for the Brownian motion case. As for EM approximation for the pure jump case, it is best to consider the mean-square convergence.

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Foundations of Equational Logic Programmingox-Ingersoll-Ross model with jumps and memory. We also investigate the corresponding behavior of the two-factor Cox-Ingersoll-Ross model with jumps and memory. The results of this chapter are based on [16].

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Foundations of Environmental EconomicsIn this chapter, by the weak convergence method, based on a variational representation for positive functionals of a Poisson random measure and a Brownian motion, we establish uniform large deviation principles (LDPs for short) for a class of FSDEs of neutral type driven by jump processes.