کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4640042 | 1341258 | 2010 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A Lax equivalence theorem for stochastic differential equations
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A Lax equivalence theorem for stochastic differential equations A Lax equivalence theorem for stochastic differential equations](/preview/png/4640042.png)
چکیده انگلیسی
In this paper, a stochastic mean square version of Lax’s equivalence theorem for Hilbert space valued stochastic differential equations with additive and multiplicative noise is proved. Definitions for consistency, stability, and convergence in mean square of an approximation of a stochastic differential equation are given and it is shown that these notions imply similar results as those known for approximations of deterministic partial differential equations. Examples show that the assumptions made are met by standard approximations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 234, Issue 12, 15 October 2010, Pages 3387–3396
Journal: Journal of Computational and Applied Mathematics - Volume 234, Issue 12, 15 October 2010, Pages 3387–3396
نویسندگان
Annika Lang,