Euler scheme for solutions of a countable system of stochastic differential equations

Author	dc.contributor.author	San Martín Aristegui, Jaime
Author	dc.contributor.author	Torres, Soledad	es_CL
Admission date	dc.date.accessioned	2014-01-09T13:33:17Z
Available date	dc.date.available	2014-01-09T13:33:17Z
Publication date	dc.date.issued	2001-10-01
Cita de ítem	dc.identifier.citation	Statistics & Probability Letters 54 (2001) 251 – 259	en_US
Identifier	dc.identifier.other	DOI: 10.1016/S0167-7152(01)00050-5
Identifier	dc.identifier.uri	https://repositorio.uchile.cl/handle/2250/126099
General note	dc.description	Artículo de publicación ISI	en_US
Abstract	dc.description.abstract	We consider a countable system of stochastic differential equation. Euler scheme for approximating these solutions is used, and the global error is estimated. Solutions are approximated by means of a process which takes values in a finite dimensional space. Finally, we expand the global error for a class of smooth functions in powers of the discretization step size.	en_US
Lenguage	dc.language.iso	en	en_US
Publisher	dc.publisher	Elsevier	en_US
Type of license	dc.rights	Attribution-NonCommercial-NoDerivs 3.0 Chile	*
Link to License	dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/cl/	*
Título	dc.title	Euler scheme for solutions of a countable system of stochastic differential equations	en_US
Document type	dc.type	Artículo de revista

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 Chile