RATE OF CONVERGENCE

We study the strong rate of convergence of the tamed EulerMaruyama
approximation for onedimensional stochastic differential equations
with superlinearly growing drift and H¨older continuous diffusion coef
ficients.

We investigate the rate of convergence of linear sampling numbers of the embedding
Hα,β(T
d
) ,→ Hγ
(T
d
). Here α governs the mixed smoothness and β the isotropic smoothness
in the space Hα,β(T
d
) of hybrid smoothness, whereas Hγ
(T
d
) denotes the isotropic
Sobolev space. If γ > β we obtain sharp[r]

We consider a class of stochastic functional differential equations with distributed delays
whose coefficients are superlinear growth and H¨older continuous with respect to the delay components.
We introduce an EulerMaruyama approximation scheme for these equations and study
their strong rate of con[r]

Two practical improvements to increase the rate of convergence and to overcome the stability problem of Zohdy’s method for the inversion of apparent resistivity sounding data have been proposed.
Zohdy uses the measured data as the starting model and then assumes that the necessary correction vector[r]

We find upper bounds for the rate of convergence when the EulerMaruyama approximation
is used in order to compute the expectation of nonsmooth functionals of some stochastic
differential equations whose diffusion coefficient is constant, whereas the drift coefficient may
be very irregular. As a bypr[r]

No VKAOR95% CIp2,321,03 – 5,240,042CONCLUSIONIn nonvalvular AF population, many patients needto prevent stroke (81,8% CHA2DS2-VASc ≥ 2)And most of them have little bleeding risk (90,7%HAS-BLED ≤ 2), however the using rate of VKAremains low (42,5%).In valvular AF population, the[r]

Weiszfeld algorithm for solving the problem.Chapter 5 is totally different from the preceding parts of the dissertation.Motivated by the methods developed recently in [5, 6, 14, 79], we introducea generalized proximal point algorithm for solving optimization problems inwhich the objective fun[r]

In this paper we propose an iteration hybrid method for approximating a
point in the intersection of the solutionsets of pseudomonotone equilibrium and variational
inequality problems and the fixed points of a semigroupnonexpensive mappings in Hilbert
spaces. The method is a combination of projectio[r]

the cointegration test.For each group of variables mentioned in Section 3, or each VARs system, we present the results of cointegration tests in theTables 3–10 in Appendix C. The results of the cointegration tests reflect that the variables in each group, or the estimated VARs s[r]

Rationale for the NPV MethodNPV = PV of inflows – Cost= Net gain in wealth•If projects are independent, accept if the projectNPV > 0.•If projects are mutually exclusive, accept projectswith the highest positive NPV, those that add themost value.•In this example, accept S if mutually ex[r]

It is widely recognized that unregulated harvesting and hunting of biological resources
can be harmful and endanger ecosystems. Therefore, various measures to
prevent the biological resources from destruction and protect the ecological environment
have been taken. An effective resolution is to desig[r]

After reading this chapter, students should be able to:
• Define dollar return and rate of return.
• Define risk and calculate the expected rate of return, standard deviation, and coefficient of variation for a probability distribution.
• Specify how risk aversion influences required rates of return[r]

6 / 30 / 02McGraw-Hill/Irwin12 / 31 / 02Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.5-45.2 How to Value Bonds• Identify the size and timing of cash flows.• Discount at the correct discount rate.– If you know the price of a bond and the size andtiming[r]

You would like to retire in 50 years as a millionaire. If you have $10,000 today, what rate ofreturn do you need to earn to achieve your goal?The future value is $1,000,000. The present value is $10,000, and there are 50 years untilpayment. We need to calculate the unknown discount rate