A NOTE ON THE APPROXIMATE SOLUTIONS TO STOCHASTIC DIFFERENTIAL DELAY EQUATION

DOI10.14317/jami.2016.421zbMath1351.60073WikidataQ115237906 ScholiaQ115237906MaRDI QIDQ2831161

Young-Ho Kim, Chanho Park, Mun-Jin Bae

Publication date: 2 November 2016

Published in: Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14317/jami.2016.421

zbMATH Keywords

non-Lipschitz condition; Euler-Maruyama approximation; stochastic differential delay equations

Mathematics Subject Classification ID

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

60H05: Stochastic integrals

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)