Detail publikace

Preserving positivity in solution of stochastic delay difference equations

DIBLÍK, J. RODKINA, A. ŠMARDA, Z.

Originální název

Preserving positivity in solution of stochastic delay difference equations

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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

Klíčová slova

Stochastic dealy differnce equation; Discretization; positivity

Autoři

DIBLÍK, J.; RODKINA, A.; ŠMARDA, Z.

Vydáno

5. 2. 2019

ISBN

978-80-227-4884-1

Kniha

18th CONFERENCE ON APPLIED MATHEMATICS APLIMAT 2019 PROCEEDINGS

Strany od

233

Strany do

242

Strany počet

10

URL

http://evlm.stuba.sk/APLIMAT/indexe.htm

BibTex

@inproceedings{BUT158558,
  author="Josef {Diblík} and Alexandra {Rodkina} and Zdeněk {Šmarda}",
  title="Preserving positivity in solution of stochastic delay  difference equations",
  booktitle="18th CONFERENCE ON APPLIED MATHEMATICS APLIMAT 2019 PROCEEDINGS",
  year="2019",
  pages="233--242",
  isbn="978-80-227-4884-1",
  url="http://evlm.stuba.sk/APLIMAT/indexe.htm"
}