| 研究生: |
蔡哲淵 Tsai, Che-yuan |
|---|---|
| 論文名稱: |
兩個參數隨機微分方程的數值方法 Numerical methods for two-parameter stochastic differential equations |
| 指導教授: |
黃炎坤
Huang, Yenkun |
| 學位類別: |
博士 Doctor |
| 系所名稱: |
理學院 - 數學系應用數學碩博士班 Department of Mathematics |
| 論文出版年: | 2004 |
| 畢業學年度: | 92 |
| 語文別: | 英文 |
| 論文頁數: | 16 |
| 中文關鍵詞: | 隨機微分方程 |
| 外文關鍵詞: | Euler scheme, two-parameter stochastic differential equations, Numerical methods |
| 相關次數: | 點閱:123 下載:3 |
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We show the Euler approximation for the solution of a two-parameter stochastic differential equation converges in the mean-square to its solution and obtain the rateof convergence for the Euler scheme.
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