Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude
This paper is concerned with the convergence of stochastic θ-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...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2014/589167 |
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| _version_ | 1832554715379924992 |
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| author | Hua Yang Feng Jiang |
| author_facet | Hua Yang Feng Jiang |
| author_sort | Hua Yang |
| collection | DOAJ |
| description | This paper is concerned with the convergence of stochastic θ-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. |
| format | Article |
| id | doaj-art-84469ad3414042cbae80cbf46b178b05 |
| institution | Kabale University |
| issn | 2356-6140 1537-744X |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | The Scientific World Journal |
| spelling | doaj-art-84469ad3414042cbae80cbf46b178b052025-02-03T05:50:42ZengWileyThe Scientific World Journal2356-61401537-744X2014-01-01201410.1155/2014/589167589167Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random MagnitudeHua Yang0Feng Jiang1School of Automation, Huazhong University of Science and Technology, Wuhan 430074, ChinaSchool of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, ChinaThis paper is concerned with the convergence of stochastic θ-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.http://dx.doi.org/10.1155/2014/589167 |
| spellingShingle | Hua Yang Feng Jiang Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude The Scientific World Journal |
| title | Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude |
| title_full | Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude |
| title_fullStr | Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude |
| title_full_unstemmed | Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude |
| title_short | Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude |
| title_sort | stochastic θ methods for a class of jump diffusion stochastic pantograph equations with random magnitude |
| url | http://dx.doi.org/10.1155/2014/589167 |
| work_keys_str_mv | AT huayang stochasticthmethodsforaclassofjumpdiffusionstochasticpantographequationswithrandommagnitude AT fengjiang stochasticthmethodsforaclassofjumpdiffusionstochasticpantographequationswithrandommagnitude |