The Cox–Ingersoll–Ross model with delay and strong convergence of its Euler–Maruyama approximate solutions (English)
- New search for: Wu, Fuke
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In:
Applied Numerical Mathematics
;
59
, 10
;
2641-2658
;
2009
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ISSN:
- Article (Journal) / Electronic Resource
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Title:The Cox–Ingersoll–Ross model with delay and strong convergence of its Euler–Maruyama approximate solutions
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Contributors:
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Published in:Applied Numerical Mathematics ; 59, 10 ; 2641-2658
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Publisher:
- New search for: IMACS
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Publication date:2009-03-03
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Size:18 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 59, Issue 10
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 2357
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The properties of differential-algebraic equations representing optimal control problemsEngland, Roland / Gómez, Susana / Lamour, René et al. | 2009
- 2374
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The CBEM–BEM coupling for elliptic problemsJeon, Youngmok / Sayas, Francisco-Javier et al. | 2009
- 2388
-
Nonconforming finite element approximations of the Steklov eigenvalue problemYang, Yidu / Li, Qin / Li, Sirui et al. | 2009
- 2402
-
Locally optimized preconditioning of Rannacher–Turek FEM systemsGeorgiev, I. et al. | 2009
- 2402
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Locally optimized preconditioning of Rannacher–Turek FEM systemsGeorgiev, I. / Kraus, J. / Margenov, S. / Schicho, J. et al. | 2009
- 2402
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Locally optimized Formula Not Shown preconditioning of Rannacher-Turek FEM systemsGeorgiev, I. / Kraus, J. / Margenov, S. / Schicho, J. et al. | 2009
- 2416
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Spectral gradient projection method for monotone nonlinear equations with convex constraintsYu, Zhensheng / Lin, Ji / Sun, Jing / Xiao, Yunhai / Liu, Liying / Li, Zhanhui et al. | 2009
- 2424
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Interlacing of zeros of linear combinations of classical orthogonal polynomials from different sequencesDriver, Kathy / Jordaan, Kerstin / Mbuyi, Norbert et al. | 2009
- 2430
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Solution of systems of nonlinear equations – a semi-implicit approachScheffel, Jan / Håkansson, Cristian et al. | 2009
- 2444
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Error analysis of Legendre spectral method with essential imposition of Neumann boundary conditionWang, Tian-jun / Wang, Zhong-qing et al. | 2009
- 2452
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An inverse problem arising from the displacement of oil by water in porous mediaFernández-Berdaguer, Elena M. / Savioli, Gabriela B. et al. | 2009
- 2467
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Optimization as a function of the phase-lag order of nonlinear explicit two-step P-stable method for linear periodic IVPsStavroyiannis, S. / Simos, T.E. et al. | 2009
- 2475
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A modified semi-implicit method for a hyperbolic two-fluid modelChung, Moon-Sun / Lee, Sung-Jae et al. | 2009
- 2489
-
New model function methods for determining regularization parameters in linear inverse problemsWang, Zewen / Liu, Jijun et al. | 2009
- 2507
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On the numerical solution of the heat conduction equations subject to nonlocal conditionsMartín-Vaquero, J. / Vigo-Aguiar, J. et al. | 2009
- 2515
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Local projection methods on layer-adapted meshes for higher order discretisations of convection–diffusion problemsMatthies, Gunar et al. | 2009
- 2534
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An SVD analysis of equispaced polynomial interpolationBoyd, John P. / Sousa, Alan M. et al. | 2009
- 2548
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Error estimates of the finite volume scheme for the nonlinear tensor-driven anisotropic diffusionDrblíková, Olga / Handlovičová, Angela / Mikula, Karol et al. | 2009
- 2571
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Numerical solution for Stokes' first problem for a heated generalized second grade fluid with fractional derivativeWu, Chunhong et al. | 2009
- 2584
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Numerical treatment of Powell–Eyring fluid flow using Method of Satisfaction of Asymptotic Boundary Conditions (MSABC)Patel, Manisha / Timol, M.G. et al. | 2009
- 2593
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Stability of central finite difference schemes on non-uniform grids for the Black–Scholes equationin 't Hout, K.J. / Volders, K. et al. | 2009
- 2610
-
Polynomial chaos for multirate partial differential algebraic equations with random parametersPulch, Roland et al. | 2009
- 2625
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The Fourier regularization for solving the Cauchy problem for the Helmholtz equationFu, Chu-Li / Feng, Xiao-Li / Qian, Zhi et al. | 2009
- 2641
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The Cox–Ingersoll–Ross model with delay and strong convergence of its Euler–Maruyama approximate solutionsWu, Fuke / Mao, Xuerong / Chen, Kan et al. | 2009
- 2659
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Analysis of the order of accuracy for node-centered finite volume schemesEriksson, Sofia / Nordström, Jan et al. | 2009
- 2677
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Higher-order monotone iterative methods for finite difference systems of nonlinear reaction–diffusion–convection equationsWang, Yuan-Ming / Lan, Xiao-Lin et al. | 2009
- IFC
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Editorial Board| 2009