Approximate solutions for a class of doubly perturbed stochastic differential equations
Work
Year: 2018
Type: article
Abstract: In this paper, we study the Carathéodory approximate solution for a class of doubly perturbed stochastic differential equations (DPSDEs). Based on the Carathéodory approximation procedure, we prove th... more
Source: Advances in Difference Equations
Authors Wei Mao, Liangjian Hu, Xuerong Mao
Institutions Donghua University, University of Strathclyde
Cites: 36
Cited by: 15
Related to: 10
FWCI: 2.524
Citation percentile (by year/subfield): 86.85
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $1,300
Grant IDS 11471071, 11401261