The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps.
Wei MaoLiangjian HuXuerong MaoPublished in: Appl. Math. Comput. (2015)
Keyphrases
- polynomial equations
- stochastic differential equations
- markov chain
- optimal solution
- monte carlo
- solution space
- fractional brownian motion
- numerical solution
- benchmark problems
- closed form solutions
- boundary value problem
- nonlinear partial differential equations
- asymptotically optimal
- stochastic model
- long range
- differential equations
- simulated annealing
- dynamic programming