Home
Add Document
Sign In
Create An Account
Strong Convergence OF An Adaptive Euler-Maruyama ... - CiteSeerX
Recommend Documents
No documents
Strong Convergence OF An Adaptive Euler-Maruyama ... - CiteSeerX
Download PDF
1 downloads
0 Views
396KB Size
Report
Comment
keywords
stochastic
differential equations, Euler-Maruyama, adaptivity, finite-time ... step of a forward Euler
drift
step so that it deviates only slightly from a¥# ac k ...
"!$#%&(' !) *+ ,-$.*/ 01 $- 234 56789,: # "; !84 2 A@CBD>EF=(GH@I=KJMLINPO(QC=SRUTC=(Q"V+=SRARUBWQYX[Z]\Y^_=(Qa`cb$Qa`Y>Adfe ghRjiC=S>ARk l m?n:oqp7rfsMo tuwvMxyvMz|{j}~uvMxvMyv4y |Mu u: u~yfxFvMz|MM| fMIK~fvM u:yAx8 uKfz|u~D_v4{AvM v ¡yu:uM¢vMxy£yqMu Ax ¡AxUMu~ Mu:xy¡u,7Mu~¤fxy|u uxUu~ 4vMz8vM yuy u~¥xf Azu~vMxy¡u ¦ u:xyy}~u~ §©¨Cyu.xUy u~¡~vMzau~ y v4ufvMu: Ax©fz| ¥x_ yuª|%vMxyy¬«y AxKvMxy ¡Ax®AzzxvMxu: v4uMI uz|j¡~vMz3u~ M xy¡~ u:xvM4vMxy¡~x u¯~°KvMxU{$ u~ j ±If¡ ¡Ax®AzIv ²jyvMxU |³{´Ayxyyu:u:zq±µj{ ya¯Yu~ M¶CvMz ¡qMu~ u:j{ yu·vMxyvMz|{ ~§[tuF v4¸Mu z|¡~vMz(¹?|f ¡ºy|}%vM y y |Axy¢Ax u|¢vMxfy¬«y |Axªu~ vMxyvM fu%Afxyu:ª Au:x® wM uwu»vM¡¶vMxfªxjyu~¡~vMzSAz |Axf~§Y¼yIvMxyvMz|{ au:z|u:C´Ax u½vM¡¢ yv4~fM ¾9¡~|u:xU z|{ vMzz Az|u~vMxy¡u:: u½ ¥u:u~f¿ÀvMxyu:xy¡u% u%z|¡~vMzSu~ MºÁIv4 uvMu:²Ufv4u:z|{ª¡AxU Azz|u:xAMh u fyvMuC fvM¡uIvMxy fv4h uC¡AxU|f Ax%w uIu:vMx³ ²Ufv4 uau~ Mh A yuC u: vMxfu~PM yuafyvMu fvM¡u·¥Y u:x.xu~AzA|fz|uM§ ÃÅÄÆPÇÈÅÉ®ÊÌË ÍºÎÐÏÒÑ~Ó´ÔjͺÎÐÕÑ Ö´Õ¯×?ØÚÙºØÚÛÎÕÔjÜPØ7ÝfÞ´ÔUÎÕ¯ÏÛ´ÍÚßÅàa޴ܯØÚÙáâ ÔjÙºÞãÔjä_ÔßÔUÖÔjåÎÐÕ¯æfÕ¯ÎãjßçÛ´Õ¥ÎØqèWÎÕ¯ä_ؽÑÚÏÛæØ7ÙÐéØ7Û´ÑÚØUê ë
hì íîYïað,ñ ò ówîYôÚðªí õ Û,ÎÓ´Õ¯ÍåÔjåSØÚÙö¶Ø ÍÎÞ´ÖãÎÐÓ´Ø ÛyÞ´ä_Ø7ÙÐÕ¯Ñ4ÔjÜPͺÏÜÞÒÎÕÏjÛÏj÷ÌÎÐÓ´Ø8øùà úû(ü]ýºþY ÿ Yü³û(ü]ýºþºþºúý (ü³û(ü]ýºþºþºú ü]ýº þ Âý û(ü þaÿ û üêMþ ãäªØ4ÔjÛ´ÍwÏj÷3ÔjÖÔUåÎÕ¥æØÎÕ¯ä_Ø:èͺÎÐØÚå´åÕÛ´é.ÔjܯéÏÙºÕ¯ÎÓä_Í7ê Ø7ÙÐØû(ü]ýºþ ÷]ÏÙ½Ø4ÔjÑ~Óý½ÔjÛÖ ü ýºþ½ÕÍFÔ!ú ½ÖÕäªØÚ۴ͺÕÏÛÔU#Ü "¶ÙºÏMöwÛ´ÕÀÔjÛ ä_ÏjÎÐÕÏÛ(ê$ÓyÞ´Í%'&()+* ÔjÛ´,Ö -&.)/*0213465ÏÙÌÍÐÕäªå´Ü¯ÕÑÚÕ¥Îã ö¶ØwÔjͺÍÐÞ´äªØÎÓÔ®ÎYÎÓ´ØÕ¯Û´Õ¯ÎÐÕÀÔjÜyÑ7ÏÛ´Ö´Õ¥ÎÕÏjÛÕÍYÖ´ØqÎØ7ÙÐäªÕ۴կͺÎÕ¯Ñjê7$Ó´ÙÐÏjÞ´éÓ´ÏÞÒÎ 8:9;8 Õ¯ÍF޴ͺØÚÖÎÏÖ´Ø7Û´ÏjÎØØ7Õ¯ÎÐÓ´ØÚÙFÎÐÓ´Ø.àaÞ´ÑÚܯÕÖ´ØÚÔjÛæØ7Ñ7ÎÐÏÙÛ´ÏÙºä6ÏÙFÎÐÓ´,Ø 5ÙÐÏ ?Ø7Û´ÕÞ´Íü³ÏÙFÎÐÙÔjÑ7ØMþFä_ÔUÎÙº=Õ ©ØÔjͺÍÐÞ´äªØ_ÎÐÓÔU@Î ABÔjÙºØܯÏÒÑÚÔjÜÜ¥D ã C[Õå´ÍºÑ~Ó´Õ¯BÎ EÔUÛ´Ö£ÎÓ´ÔUÎ8ÎÐÓ´ØFØ
×
Report "Strong Convergence OF An Adaptive Euler-Maruyama ... - CiteSeerX"
Your name
Email
Reason
-Select Reason-
Pornographic
Defamatory
Illegal/Unlawful
Spam
Other Terms Of Service Violation
File a copyright complaint
Description
×
Sign In
Email
Password
Remember me
Forgot password?
Sign In
Our partners will collect data and use cookies for ad personalization and measurement.
Learn how we and our ad partner Google, collect and use data
.
Agree & close