Study of a Brownian impulse. (Q1884827)
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scientific article; zbMATH DE number 2110912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study of a Brownian impulse. |
scientific article; zbMATH DE number 2110912 |
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Study of a Brownian impulse. (English)
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27 October 2004
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This paper considers the discrete time approximation and simulation of stochastic differential equations, where Lipschitz continuity or boundedness are not given. Such dynamics appear, for instance, in fluid dynamics when local singularities have to be modeled. The singularities are replaced by jumps. This results in the study of some type of Brownian impulses.
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stochastic differential equations
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discrete time approximation
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Brownian impulse
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0.8233619
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0.81309247
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0.8118249
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