Euler-Maruyama's approximate soultions of Stochastic Differential Equations using the modified Lipschitz condition and linear growth condition = 변형된 립시츠 조건과 선형 성장 조건에 의한 오일러-마루야마 확률미분방정식 근사해

다국어 초록 (Multilingual Abstract)

In this paper, based on the existence theorem of a solution of the stochastic differential equation. Using the Modified Lipschitz condition and weakened Linear
growth condition, we investigated the existence of Euler-Maruyama’s approximate solutions, the continuity of approximate solutions, the difference between approximate solutions and general solutions, the continuity of approximate soultions under different conditions, and the differences between approximate solutions and general
solutions. Moreover, we demonstrate a convergence investigation on the difference between Euler-Maruyama’s approximate solution and the general solution.

목차 (Table of Contents)

• 1. Abstract
• 2. Introduction
• 3. Preliminary
• 4. Main Results
• Reference