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