The difference between the approximate and the accurate solution to stochastic differential delay equation (Q5500331)
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scientific article; zbMATH DE number 6470897
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| English | The difference between the approximate and the accurate solution to stochastic differential delay equation |
scientific article; zbMATH DE number 6470897 |
Statements
5 August 2015
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stochastic differential delay equations
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Carathéodory approximation
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Euler-Maruyama approximation
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Doob's martingale inequality
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Hölder's inequality
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0.93204265832901
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0.9313983917236328
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0.9138358235359192
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0.8903538584709167
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0.7971500754356384
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