Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations

DOI10.1112/S146115700000053XzbMath1223.65008MaRDI QIDQ3091959

Evelyn Buckwar, Salah-Eldin A. Mohammed, Tony Shardlow, Rachel Kuske

Publication date: 15 September 2011

Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s146115700000053x

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K50: Stochastic functional-differential equations

65C30: Numerical solutions to stochastic differential and integral equations

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