dc.creatorROLANDO JOSE BISCAY LIRIO
dc.date2016-09-08
dc.date.accessioned2023-07-21T15:46:05Z
dc.date.available2023-07-21T15:46:05Z
dc.identifierhttp://cimat.repositorioinstitucional.mx/jspui/handle/1008/576
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/7729124
dc.descriptionIn 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.
dc.formatapplication/pdf
dc.languageeng
dc.publisherCentro de Investigación en Matemáticas AC
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://creativecommons.org/licenses/by-nc/4.0
dc.subjectinfo:eu-repo/classification/MSC/Ecuaciones Diferenciales Estocasticas
dc.subjectinfo:eu-repo/classification/cti/1
dc.subjectinfo:eu-repo/classification/cti/12
dc.subjectinfo:eu-repo/classification/cti/1208
dc.subjectinfo:eu-repo/classification/cti/120808
dc.subjectinfo:eu-repo/classification/cti/120808
dc.titleStrong Local Linear Approximations for Stochastic Differential Equations Driven by Semimartingales
dc.typeinfo:eu-repo/semantics/researchProposal
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.audienceresearchers


Este ítem pertenece a la siguiente institución