Convergence of solutions of mixed stochastic delay differential equations with applications

DOI10.1016/j.amc.2015.01.019zbMath1338.34155arXiv1407.5149OpenAlexW2007809188MaRDI QIDQ300023

Taras Shalaiko, Yuliya S. Mishura, Georgiy M. Shevchenko

Publication date: 23 June 2016

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

Full work available at URL: https://arxiv.org/abs/1407.5149

zbMATH Keywords

fractional Brownian motionconvergence of solutionsEuler approximationstochastic delay differential equationmixed stochastic differential equationvanishing delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Stochastic functional-differential equations (34K50)

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