dc.creator | ROLANDO JOSE BISCAY LIRIO | |
dc.date | 2016-09-08 | |
dc.date.accessioned | 2023-07-21T15:46:05Z | |
dc.date.available | 2023-07-21T15:46:05Z | |
dc.identifier | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/576 | |
dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/7729124 | |
dc.description | 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. | |
dc.format | application/pdf | |
dc.language | eng | |
dc.publisher | Centro de Investigación en Matemáticas AC | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | http://creativecommons.org/licenses/by-nc/4.0 | |
dc.subject | info:eu-repo/classification/MSC/Ecuaciones Diferenciales Estocasticas | |
dc.subject | info:eu-repo/classification/cti/1 | |
dc.subject | info:eu-repo/classification/cti/12 | |
dc.subject | info:eu-repo/classification/cti/1208 | |
dc.subject | info:eu-repo/classification/cti/120808 | |
dc.subject | info:eu-repo/classification/cti/120808 | |
dc.title | Strong Local Linear Approximations for Stochastic Differential Equations Driven by Semimartingales | |
dc.type | info:eu-repo/semantics/researchProposal | |
dc.type | info:eu-repo/semantics/publishedVersion | |
dc.audience | researchers | |