SDEs

Paweł Przybyłowicz1, Verena Schwarz2, Michaela Szölgyenyi2

  • 1Faculty of Applied Mathematics, AGH University of Krakow, Al. Mickiewicza 30, 30-059 Krakow, Poland.

BIT. Numerical mathematics
|September 12, 2024
PubMed
概括

对于近似跳转扩散随机微分方程 (SDEs) 的数值方法,被证明具有不连续漂移的较低误差极限. 这些发现表明,针对这些复杂的SDEs,特定的跳跃适应方案的最佳性.

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