For the initial value problem associated with second order advanced differential equation on Banach space, it is constructed a numerical method to approximate the solution. The method uses the ...
Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...
Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...