Publication detail

Preserving positivity in solution of stochastic delay difference equations

DIBLÍK, J. RODKINA, A. ŠMARDA, Z.

Original Title

Preserving positivity in solution of stochastic delay difference equations

Type

conference paper

Language

English

Original Abstract

We discuss positivity on a compact interval of solutions of stochastic delay difference equations which can be treated as an Euler discretization of stochastic delay Ito differential equation

Keywords

Stochastic dealy differnce equation; Discretization; positivity

Authors

DIBLÍK, J.; RODKINA, A.; ŠMARDA, Z.

Released

5. 2. 2019

ISBN

978-80-227-4884-1

Book

18th CONFERENCE ON APPLIED MATHEMATICS APLIMAT 2019 PROCEEDINGS

Pages from

233

Pages to

242

Pages count

10

URL

http://evlm.stuba.sk/APLIMAT/indexe.htm

BibTex

@inproceedings{BUT158558,
  author="Josef {Diblík} and Alexandra {Rodkina} and Zdeněk {Šmarda}",
  title="Preserving positivity in solution of stochastic delay  difference equations",
  booktitle="18th CONFERENCE ON APPLIED MATHEMATICS APLIMAT 2019 PROCEEDINGS",
  year="2019",
  pages="233--242",
  isbn="978-80-227-4884-1",
  url="http://evlm.stuba.sk/APLIMAT/indexe.htm"
}