Weak approximation of stochastic differential delay equations
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Monte Carlo simulationweak convergencediscrete time approximationstochastic differential equations with time delayforward Euler approximation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition
- Weak convergence of delay SDEs with applications to Carathéodory approximation
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- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)
- Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations
- Weak approximation of stochastic differential delay equations for bounded measurable function
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- Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm
- Continuous weak approximation for stochastic differential equations
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- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
- Numerical Solutions of Stochastic Differential Delay Equations with Jumps
- Weak convergence of functional stochastic differential equations with variable delays
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- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
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