Numerical approximations of stochastic delay differential equations with delayed impulses

IF 1.1 4区数学 Q2 MATHEMATICS, APPLIED

Applicable Analysis Pub Date : 2024-01-04 DOI:10.1080/00036811.2023.2301655

Ky Quan Tran, Phan Trong Tien

引用次数: 0

Abstract

This paper focuses on approximating stochastic delay differential equations with delayed impulses using Euler-Maruyama-type approximations. One key difference from previous literature is that the i...

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具有延迟脉冲的随机延迟微分方程的数值近似值

本文的重点是利用欧拉-马鲁雅马类近似法来近似具有延迟脉冲的随机延迟微分方程。与以往文献的一个主要区别是，该近似方程的...

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来源期刊

Applicable Analysis 数学-应用数学

CiteScore

2.60

自引率

9.10%

发文量

175

审稿时长

2 months

期刊介绍： Applicable Analysis is concerned primarily with analysis that has application to scientific and engineering problems. Papers should indicate clearly an application of the mathematics involved. On the other hand, papers that are primarily concerned with modeling rather than analysis are outside the scope of the journal General areas of analysis that are welcomed contain the areas of differential equations, with emphasis on PDEs, and integral equations, nonlinear analysis, applied functional analysis, theoretical numerical analysis and approximation theory. Areas of application, for instance, include the use of homogenization theory for electromagnetic phenomena, acoustic vibrations and other problems with multiple space and time scales, inverse problems for medical imaging and geophysics, variational methods for moving boundary problems, convex analysis for theoretical mechanics and analytical methods for spatial bio-mathematical models.