Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments
The main purpose of this paper is to investigate the strong convergence of the Euler method to stochastic differential equations with piecewise continuous arguments (SEPCAs). Firstly, it is proved that the Euler approximation solution converges to the analytic solution under local Lipschitz conditio...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/643783 |
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