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5. Stochastic Approximate Solutions of Stochastic Differential Equations with Random Jump Magnitudes an

Stochastic Approximate Solutions of Stochastic Differential Equations with Random Jump Magnitudes an

来源 :东华大学学报：英文版 | 被引量 : 0次 | 上传用户：xiongwen0225

【摘 要】

：

A class of stochastic differential equations with random jump magnitudes( SDEwRJMs) is investigated. Under nonLipschitz conditions,the convergence of semi-impli

【作 者】

：

毛伟 胡良剑 

【机 构】

：

SchoolofMathematicsandInformationTechnology,CollegeofScience

【出 处】

：

东华大学学报：英文版

【发表日期】

：

2015年4期

【基金项目】

：

National Natural Science Foundations of China（Nos.11401261,11471071）, Qing Lan Project of Jiangsu Province,China（No.2012）, Natural Science Foundation of Higher Education Institutions of Jiangsu Provin

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A class of stochastic differential equations with random jump magnitudes( SDEwRJMs) is investigated. Under nonLipschitz conditions,the convergence of semi-implicit Euler method for SDEwRJMs is studied. The main purpose is to prove that the semi-implicit E

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