University of Khartoum

Precise Estimates for The Solution of Stochastic Functional Differential Equations With Discontinuous Initial Data(Part 2)

Precise Estimates for The Solution of Stochastic Functional Differential Equations With Discontinuous Initial Data(Part 2)

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Title: Precise Estimates for The Solution of Stochastic Functional Differential Equations With Discontinuous Initial Data(Part 2)
Author: Ahmed, Tagelsir A.; Van Casteren, Jan A.
Abstract: This work is a continuation to the work on Precise Estimates in [3] and the work on Approximation Theorems in [2]. Here we have proved that the Euler approximation of the S.F.D.E. considered in [2] and [3] is in fact nu- merically stable and weakly consistent.Note that here we have used the same introduction, notations and de nitions as in[2] and [3].
URI: http://khartoumspace.uofk.edu/123456789/24760


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