Error Estimation of the Approximate Solution for Stochastic Differential Multi-delay System with Respect to Martingale

摘要：

In this paper, we prove the existence, uniqueness and successive convergence for a stochastic differential multi-delay system with respect to a continuous martingale. Also, an uniformly convergence rate and the error estimation in L2 of approximate solution are given.

作者: Xu Lifeng

作者单位: Collage of Mathematics and Statistics Hubei Normal University Huangshi, P.R.China, 435002

会议类型: 国际会议

会议名称: 2011 International Conference on Product Innovation Management(第六届产品创新管理国际会议)

会议地点: 武汉

会议语种:英文

页码: 159-161

在线出版日期: 2011-07-16（万方平台首次上网日期，不代表论文的发表时间）