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Yıl 2014, Cilt: 43 Sayı: 6, 1035 - 1046, 01.12.2014

Öz

Kaynakça

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Approximation of some discrete-time stochastic processes by differential equations

Yıl 2014, Cilt: 43 Sayı: 6, 1035 - 1046, 01.12.2014

Öz

This work deals with solutions of ordinary differential equations as
approximations of some discrete-time stochastic processes. Similarly,
these stochastic processes may be seen as schemes of approximation for
this solution. Indeed, these stochastic schemes are defined and their
convergence to the solution of a differential equation is proven. Moreover, the asymptotic distribution of the fluctuations about the limit
solution is studied. This fact gives the asymptotic distribution of a
random global error of approximation. Main results are illustrated by
means of the so called SIS epidemic model and numerical simulations
are carried out.

Kaynakça

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Toplam 1 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Bölüm İstatistik
Yazarlar

Raúl Fierro Bu kişi benim

Yayımlanma Tarihi 1 Aralık 2014
Yayımlandığı Sayı Yıl 2014 Cilt: 43 Sayı: 6

Kaynak Göster

APA Fierro, R. (2014). Approximation of some discrete-time stochastic processes by differential equations. Hacettepe Journal of Mathematics and Statistics, 43(6), 1035-1046.
AMA Fierro R. Approximation of some discrete-time stochastic processes by differential equations. Hacettepe Journal of Mathematics and Statistics. Aralık 2014;43(6):1035-1046.
Chicago Fierro, Raúl. “Approximation of Some Discrete-Time Stochastic Processes by Differential Equations”. Hacettepe Journal of Mathematics and Statistics 43, sy. 6 (Aralık 2014): 1035-46.
EndNote Fierro R (01 Aralık 2014) Approximation of some discrete-time stochastic processes by differential equations. Hacettepe Journal of Mathematics and Statistics 43 6 1035–1046.
IEEE R. Fierro, “Approximation of some discrete-time stochastic processes by differential equations”, Hacettepe Journal of Mathematics and Statistics, c. 43, sy. 6, ss. 1035–1046, 2014.
ISNAD Fierro, Raúl. “Approximation of Some Discrete-Time Stochastic Processes by Differential Equations”. Hacettepe Journal of Mathematics and Statistics 43/6 (Aralık 2014), 1035-1046.
JAMA Fierro R. Approximation of some discrete-time stochastic processes by differential equations. Hacettepe Journal of Mathematics and Statistics. 2014;43:1035–1046.
MLA Fierro, Raúl. “Approximation of Some Discrete-Time Stochastic Processes by Differential Equations”. Hacettepe Journal of Mathematics and Statistics, c. 43, sy. 6, 2014, ss. 1035-46.
Vancouver Fierro R. Approximation of some discrete-time stochastic processes by differential equations. Hacettepe Journal of Mathematics and Statistics. 2014;43(6):1035-46.