Approximation of some discrete-time stochastic processes by differential equations

zbMATH Open1338.60066MaRDI QIDQ5263364FDOQ5263364

Raúl Fierro

Publication date: 16 July 2015

Full work available at URL: http://www.hjms.hacettepe.edu.tr/uploads/7c5ba196-0bcb-4db9-9a03-98a14eb75210.pdf

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zbMATH Keywords

central limit theoremdifferential equationslaw of large numbersSIS epidemic modelnumerical schemesdiscrete-time stochastic processes

Mathematics Subject Classification ID

Epidemiology (92D30) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for ordinary differential equations (65L99)

Cited In (8)

• Discrete approximation of stochastic differential equations
• Approximation by time discretization of special stochastic evolution equations
• A stochastic scheme of approximation for ordinary differential equations
• Embedding a stochastic difference equation into a continuous-time process
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximation of random dynamical systems with discrete time by stochastic differential equations: I. Theory

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