Strong approximations of stochastic integro-differential equations (Q2731405)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong approximations of stochastic integro-differential equations |
scientific article; zbMATH DE number 1625980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximations of stochastic integro-differential equations |
scientific article; zbMATH DE number 1625980 |
Statements
21 March 2002
0 references
convergence
0 references
strong approximation
0 references
stochastic integro-differential equations
0 references
Euler-type difference scheme
0 references
Strong approximations of stochastic integro-differential equations (English)
0 references
The authors consider the discrete time strong approximation of stochastic integro-differential equations. An Euler-type difference scheme is proposed. Convergence rates are obtained and simulation examples are given.
0 references
