Stochastic -Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random MagnitudeReport as inadecuate




Stochastic -Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude - Download this document for free, or read online. Document in PDF available to download.

The Scientific World Journal - Volume 2014 2014, Article ID 589167, 9 pages -

Research Article

School of Automation, Huazhong University of Science and Technology, Wuhan 430074, China

School of Mathematics and Computer Science, Wuhan Polytechnic University, Wuhan 430023, China

School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China

Received 30 August 2013; Accepted 21 October 2013; Published 6 February 2014

Academic Editors: N. Ganikhodjaev and Y. Sun

Copyright © 2014 Hua Yang and Feng Jiang. 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.

Abstract

This paper is concerned with the convergence of stochastic -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.





Author: Hua Yang and Feng Jiang

Source: https://www.hindawi.com/



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