WEKO3
アイテム
ERROR ANALYSIS FOR APPROXIMATIONS TO ONE-DIMENSIONAL SDES VIA THE PERTURBATION METHOD
https://ocu-omu.repo.nii.ac.jp/records/2010778
https://ocu-omu.repo.nii.ac.jp/records/201077853e0d1b1-3664-417a-83f2-69b3cb8bc697
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
本文 (374.6 KB)
|
|
| Item type | 共通(1) | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 公開日 | 2020-06-29 | |||||||||||||||||
| タイトル | ||||||||||||||||||
| タイトル | ERROR ANALYSIS FOR APPROXIMATIONS TO ONE-DIMENSIONAL SDES VIA THE PERTURBATION METHOD | |||||||||||||||||
| 言語 | en | |||||||||||||||||
| 作成者 |
会田, 茂樹
× 会田, 茂樹
KAKEN2
1000090222455
× 永沼, 伸顕
KAKEN2
1000060750669
|
|||||||||||||||||
| 権利情報 | ||||||||||||||||||
| 言語 | en | |||||||||||||||||
| 権利情報 | ©Departments of Mathematics of Osaka University and Osaka City University. | |||||||||||||||||
| 内容記述 | ||||||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||||||
| 内容記述 | We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin [6], Neuenkirch and Nourdin [14] and the second named author [13]. The aim of this paper is to extend their results to the case where the equations contain drift terms and simplify the proof of estimates of the remainder terms in [13]. To this end, we represent the approximation solution as the solution of the equation which is obtained by replacing the fractional Brownian path with a perturbed path. We obtain the asymptotic error distribution as a directional derivative of the solution by using this expression. | |||||||||||||||||
| 言語 | en | |||||||||||||||||
| 内容記述 | ||||||||||||||||||
| 内容記述タイプ | Other | |||||||||||||||||
| 内容記述 | The first author's research was partially supported by Grant-in-Aid for Scientific Research (B) No. JP16H03938. The second author's research was partially supported by Grant-in-Aid for Young Scientists (B) No. JP17K14202. | |||||||||||||||||
| 言語 | en | |||||||||||||||||
| 出版者 | ||||||||||||||||||
| 出版者 | Osaka University and Osaka City University, Departments of Mathematics | |||||||||||||||||
| 言語 | en | |||||||||||||||||
| 言語 | ||||||||||||||||||
| 言語 | eng | |||||||||||||||||
| 資源タイプ | ||||||||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||||||||
| 資源タイプ | departmental bulletin paper | |||||||||||||||||
| 出版タイプ | ||||||||||||||||||
| 出版タイプ | VoR | |||||||||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||||||||
| 識別子 | ||||||||||||||||||
| 識別子 | https://doi.org/10.18910/75919 | |||||||||||||||||
| 識別子タイプ | DOI | |||||||||||||||||
| 関連情報 | ||||||||||||||||||
| 識別子タイプ | NCID | |||||||||||||||||
| 関連識別子 | AA00765910 | |||||||||||||||||
| 書誌情報 |
en : Osaka Journal of Mathematics 巻 57, 号 2, p. 381-424, 発行日 2020-04 |
|||||||||||||||||
| 収録物識別子 | ||||||||||||||||||
| 収録物識別子タイプ | ISSN | |||||||||||||||||
| 収録物識別子 | 0030-6126 | |||||||||||||||||
