Publication detail

Preserving positivity in solution of stochastic delay difference equations

DIBLÍK, J. RODKINA, A. ŠMARDA, Z.

Original Title

Preserving positivity in solution of stochastic delay difference equations

English Title

Preserving positivity in solution of stochastic delay difference equations

Type

conference paper

Language

en

Original Abstract

We discuss positivity on a compact interval of solutions of stochastic delay difference equations which can be treated as an Euler discretization of stochastic delay Ito differential equation

English abstract

We discuss positivity on a compact interval of solutions of stochastic delay difference equations which can be treated as an Euler discretization of stochastic delay Ito differential equation

Keywords

Stochastic dealy differnce equation; Discretization; positivity

Released

05.02.2019

ISBN

978-80-227-4884-1

Book

18th CONFERENCE ON APPLIED MATHEMATICS APLIMAT 2019 PROCEEDINGS

Pages from

233

Pages to

242

Pages count

10

URL

Documents

BibTex


@inproceedings{BUT158558,
  author="Josef {Diblík} and Alexandra {Rodkina} and Zdeněk {Šmarda}",
  title="Preserving positivity in solution of stochastic delay  difference equations",
  annote="We discuss positivity  on a compact interval  of solutions of stochastic delay  difference equations which  can be treated as an Euler discretization  of stochastic delay  Ito differential  equation",
  booktitle="18th CONFERENCE ON APPLIED MATHEMATICS APLIMAT 2019 PROCEEDINGS",
  chapter="158558",
  howpublished="online",
  year="2019",
  month="february",
  pages="233--242",
  type="conference paper"
}