info:eu-repo/semantics/researchProposal
Strong Local Linear Approximations for Stochastic Differential Equations Driven by Semimartingales
Autor
ROLANDO JOSE BISCAY LIRIO
Institución
Resumen
In previous works, the Local Linearization method has been expanded for the simulation
of a speciÖc type of stochastic di§erential equations driven by semimartingales, namely equa-
tions with additive noise. The e§ectiveness of the resulting Local Linear approximation was
shown by means of simulations, and a strong convergence result was also obtained for such
approximation. In this note, the Local Linearization method is extended to a notably wider
class of equations, and the resulting Local Linear approximations are proved to be bounded
and convergent uniformly on compacts in probability.
Ítems relacionados
Mostrando ítems relacionados por Título, autor o materia.
-
Compendio de innovaciones socioambientales en la frontera sur de México
Adriana Quiroga -
Caminar el cafetal: perspectivas socioambientales del café y su gente
Eduardo Bello Baltazar; Lorena Soto_Pinto; Graciela Huerta_Palacios; Jaime Gomez -
Cambio social y agrícola en territorios campesinos. Respuestas locales al régimen neoliberal en la frontera sur de México
Luis Enrique García Barrios; Eduardo Bello Baltazar; Manuel Roberto Parra Vázquez