Euler-Maruyama's approximate solutions to stochastic differential delay equation (Q2789183)

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scientific article; zbMATH DE number 6546508
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Euler-Maruyama's approximate solutions to stochastic differential delay equation
scientific article; zbMATH DE number 6546508

    Statements

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    26 February 2016
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    stochastic differential delay equation
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    Euler-Maruyama approximation
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    Hölder's inequality
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    Itō integral
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    Euler-Maruyama's approximate solutions to stochastic differential delay equation (English)
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