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The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms
Journal article   Peer reviewed

The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms

Yousef Alnafisah
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, Vol.35(2), pp.166-183
01/06/2020
DOI: https://doi.org/10.1007/s11766-020-3663-8

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
We explain and prove some lemmas of the approximate coupling and we give some details of the Matlab implementation of this method. A particular invertible SDEs is used to show the convergence result for this method for generald, which will give an order one error bounds..

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