Weak discrete time approximation of stochastic differential equations with time delay (Q1614044)
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scientific article; zbMATH DE number 1794873
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| English | Weak discrete time approximation of stochastic differential equations with time delay |
scientific article; zbMATH DE number 1794873 |
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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0.941778302192688
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0.8338056206703186
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0.8196913599967957
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0.8080502152442932
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