Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching.
Hua YangFeng JiangPublished in: J. Appl. Math. (2012)
Keyphrases
- approximation schemes
- closed form
- polynomial equations
- closed form solutions
- poisson processes
- markov chain
- approximation algorithms
- stochastic differential equations
- fractional brownian motion
- optimal solution
- point processes
- discrete random variables
- boundary value problem
- queueing networks
- differential equations
- error bounds
- fluid model
- stochastic model
- benchmark problems
- steady state
- neural network