Dergiler / Hacettepe Journal of Mathematics and Statistics / 2014 / Cilt: 43 - Sayı: 6

Approximation of some discrete-time stochastic processes by differential equations

Approximation of some discrete-time stochastic processes by differential equations

Raúl FİERRO

Sayfa
1035–1046
DOI
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Abstract

Thisworkdealswithsolutionsofordinarydifferentialequationsasapproximationsofsomediscrete-timestochasticprocesses.Similarly,thesestochasticprocessesmaybeseenasschemesofapproximationforthissolution.Indeed,thesestochasticschemesaredefinedandtheirconvergencetothesolutionofadifferentialequationisproven.More-over,theasymptoticdistributionofthefluctuationsaboutthelimitsolutionisstudied.Thisfactgivestheasymptoticdistributionofarandomglobalerrorofapproximation.MainresultsareillustratedbymeansofthesocalledSISepidemicmodelandnumericalsimulationsarecarriedout.