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Caratheodory's approximate solution to stochastic differential delay equation - MaRDI portal

Caratheodory's approximate solution to stochastic differential delay equation (Q4631020)

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scientific article; zbMATH DE number 7046904
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Caratheodory's approximate solution to stochastic differential delay equation
scientific article; zbMATH DE number 7046904

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    Caratheodory's approximate solution to stochastic differential delay equation (English)
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    24 April 2019
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    Hölder inequality
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    moment inequality
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    Carathéodory approximation procedure
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    stochastic differential delay equation
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