Weak discrete time approximation of stochastic differential equations with time delay (Q1614044): Difference between revisions
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Property / author: Eckhard Platen / rank | |||
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Property / cites work: Introduction to functional differential equations / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0378-4754(01)00431-1 / rank | |||
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Latest revision as of 08:30, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Weak discrete time approximation of stochastic differential equations with time delay |
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Statements
Weak discrete time approximation of stochastic differential equations with time delay (English)
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3 September 2002
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convergence
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stochastic differential equations with time delay
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discrete time approximation
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weak convergence
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Monte Carlo simulation
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