Title :
Error estimation of the approximate solution for stochastic differential multi-delay system with respect to martingale
Author_Institution :
Collage of Math. & Stat., Hubei Normal Univ., Huangshi, China
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;
Conference_Titel :
Product Innovation Management (ICPIM), 2011 6th International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4577-0359-1
DOI :
10.1109/ICPIM.2011.5983625
