Weak approximation of stochastic differential delay equations (Q4659905): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:09, 7 February 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
