Results 221 to 230 of about 278,077 (263)

Discrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive Functionals

Communications in Statistics - Theory and Methods, 2011
This article introduces discrete-time semi-Markov random evolution and studies asymptotic properties, namely, averaging and diffusion approximation by weak convergence methods. The cases considered here concern difference equations and additive functionals with application in estimation of stationary probability of semi-Markov chains.
Nikolaos Limnios
openaire   +3 more sources

ON NEW ADDITIVE DIFFERENCE METHOD FOR PARABOLIC EQUATIONS

Mathematical Models and Methods in Applied Sciences, 1996
A new approach is suggested to the construction of conservative difference schemes for multidimensional second-order parabolic equations containing divergent first-order differential forms. These schemes hold the property of having fixed sign for non-negative solutions. The convergence of schemes is proved in the grid norm L2 at the rate O(τ + h2).
Karamzin, Yu. N., Zakharova, I. G.
openaire   +2 more sources

Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise

Applied Mathematics Letters, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yanjiao Zhou   +2 more
openaire   +1 more source

Continuous additive functions and difference equations of infinite order

Analysis Mathematica, 1986
This article has been reviewed together with the preceding one.
Daróczy, Z., Kátai, I.
openaire   +1 more source

Difference methods for stochastic space fractional diffusion equation driven by additive space–time white noise via Wong–Zakai approximation

Journal of Mathematical Chemistry, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Singh, Abhishek Kumar, Mehra, Mani
openaire   +2 more sources

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