Weak discrete time approximation of stochastic differential equations with time delay (Q1614044): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak discrete time approximation of stochastic differential equations with time delay |
scientific article |
Statements
Weak discrete time approximation of stochastic differential equations with time delay (English)
0 references
3 September 2002
0 references
convergence
0 references
stochastic differential equations with time delay
0 references
discrete time approximation
0 references
weak convergence
0 references
Monte Carlo simulation
0 references
