Weak approximation of stochastic differential delay equations (Q4659905)
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scientific article; zbMATH DE number 2148252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of stochastic differential delay equations |
scientific article; zbMATH DE number 2148252 |
Statements
Weak approximation of stochastic differential delay equations (English)
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21 March 2005
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stochastic differential equations with time delay
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discrete time approximation
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weak convergence
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Monte Carlo simulation
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forward Euler approximation
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