The most accurate approximation for numerical solution of stochastic differential equation with poisson white noise by skew-normal distribution

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dc.contributor.authorRezaeyan, Ramzan
dc.contributor.authorFarnoosh, Rahman
dc.date.accessioned2024-07-12T20:50:07Z
dc.date.available2024-07-12T20:50:07Z
dc.date.issued2009en_US
dc.departmentFakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümüen_US
dc.description.abstractIn this paper the stochastic differential equation (SDE) with Poissonian white noise (PWN) is considered. The parameter of Poisson distribution plays an important role in numerical solution for SDE with PWN. If this parameter be almost large, then we show that using the Skew-Normal distribution (SND) to approximate Poisson distribution is better than Normal distribution. We show, the accuracy of the present work, some example are considered.en_US
dc.identifier.citationRezaeyan, R. ve Farnoosh, R. (2009). The most accurate approximation for numerical solution of stochastic differential equation with poisson white noise by skew-normal distribution. Maltepe Üniversitesi. s. 338.en_US
dc.identifier.endpage339en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage338en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2282
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07609
dc.titleThe most accurate approximation for numerical solution of stochastic differential equation with poisson white noise by skew-normal distributionen_US
dc.typeConference Object
dspace.entity.typePublication

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