Weak approximation of stochastic differential delay equations
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discrete time approximationforward Euler approximationMonte Carlo simulationstochastic differential equations with time delayweak convergence
Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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