• Title of article

    Strong Convergence of Split-Step Forward Methods for Stochastic Differential Equations Driven by SS processes

  • Author/Authors

    Tarami, Bahram Shiraz University, Shiraz , Avaji, Mohsen University of Tabriz, Tabriz

  • Pages
    13
  • From page
    1
  • To page
    13
  • Abstract
    Abstract. We consider stochastic differential equation driven by -stable processes. Three methods of drifting split-step Euler, diffusedsplit-step Euler and three-stage Milstein for approximation of solutionare used. The strong convergence of these three methods is proven andthe upper bounds of their stabilities are obtained and depicted.
  • Keywords
    Stochastic differential equation , Split step forward method,
  • Journal title
    Journal of Mathematical Extension(IJME)
  • Serial Year
    2022
  • Record number

    2702258

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2702258