Weak approximation of stochastic differential delay equations (Q4659905): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Normalize DOI. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1093/imanum/drh012 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2056822798 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1093/IMANUM/DRH012 / rank | |||
Normal rank | |||
Latest revision as of 15:00, 30 December 2024
scientific article; zbMATH DE number 2148252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of stochastic differential delay equations |
scientific article; zbMATH DE number 2148252 |
Statements
Weak approximation of stochastic differential delay equations (English)
0 references
21 March 2005
0 references
stochastic differential equations with time delay
0 references
discrete time approximation
0 references
weak convergence
0 references
Monte Carlo simulation
0 references
forward Euler approximation
0 references
