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dc.contributor.authorRezaeyan, Ramzan
dc.contributor.authorFarnoosh, Rahman
dc.date.accessioned2020-08-31T06:42:39Z
dc.date.available2020-08-31T06:42:39Z
dc.date.issued2009en_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.isbn9786052124154
dc.identifier.urihttps://hdl.handle.net/20.500.12415/6080
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.language.isoengen_US
dc.publisherMaltepe Üniversitesien_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsCC0 1.0 Universal*
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.titleThe most accurate approximation for numerical solution of stochastic differential equation with poisson white noise by skew-normal distributionen_US
dc.typeconferenceObjecten_US
dc.relation.journalInternational Conference of Mathematical Sciencesen_US
dc.contributor.departmentMaltepe Üniversitesi, İnsan ve Toplum Bilimleri Fakültesien_US
dc.identifier.startpage338en_US
dc.identifier.endpage339en_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US


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