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A note on the approximate solutions to stochastic differential delay equation - MaRDI portal

A note on the approximate solutions to stochastic differential delay equation (Q2831161)

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scientific article; zbMATH DE number 6647004
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A note on the approximate solutions to stochastic differential delay equation
scientific article; zbMATH DE number 6647004

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    2 November 2016
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    stochastic differential delay equations
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    Euler-Maruyama approximation
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    non-Lipschitz condition
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    A note on the approximate solutions to stochastic differential delay equation (English)
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