An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence
scientific article

    Statements

    An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (English)
    0 references
    0 references
    0 references
    0 references
    8 December 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic delay differential equations
    0 references
    pathwise convergence
    0 references
    locally Lipschitz
    0 references
    domain
    0 references
    reflection
    0 references
    0 references