• DocumentCode
    2748747
  • Title

    Error estimation of the approximate solution for stochastic differential multi-delay system with respect to martingale

  • Author

    Lifeng, Xu

  • Author_Institution
    Collage of Math. & Stat., Hubei Normal Univ., Huangshi, China
  • fYear
    2011
  • fDate
    16-17 July 2011
  • Firstpage
    159
  • Lastpage
    161
  • Abstract
    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.
  • Keywords
    approximation theory; delay-differential systems; differential equations; error statistics; stochastic processes; stochastic systems; approximation solution; continuous martingale; error estimation; stochastic differential multidelay system; Convergence; Differential equations; Error analysis; Industries; Integral equations; Stochastic processes; Martingale; approximate solution; delay; stochastic differential system;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Product Innovation Management (ICPIM), 2011 6th International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4577-0359-1
  • Type

    conf

  • DOI
    10.1109/ICPIM.2011.5983625
  • Filename
    5983625
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2748747