Publication result 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

Paper in proceedings (conference paper)

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

Key words in English

Stochastic dealy differnce equation; Discretization; positivity

Authors

DIBLÍK, J.; RODKINA, A.; ŠMARDA, Z.

RIV year

2020

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

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"
}