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SIAMSC
2008
150views more  SIAMSC 2008»
13 years 4 months ago
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...
Graeme D. Chalmers, Desmond J. Higham
CORR
2008
Springer
114views Education» more  CORR 2008»
13 years 4 months ago
Network-based consensus averaging with general noisy channels
This paper focuses on the consensus averaging problem on graphs under general noisy channels. We study a particular class of distributed consensus algorithms based on damped updat...
Ram Rajagopal, Martin J. Wainwright