Rezaeyan, RamzanFarnoosh, Rahman2024-07-122024-07-122009Rezaeyan, 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. 338.9.78605E+12https://hdl.handle.net/20.500.12415/2282In 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.enCC0 1.0 Universalinfo:eu-repo/semantics/openAccessThe most accurate approximation for numerical solution of stochastic differential equation with poisson white noise by skew-normal distributionConference Object339338