Carathéodory’s approximate solution to stochastic differential delay equation (Q5279485)
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scientific article; zbMATH DE number 6749856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Carathéodory’s approximate solution to stochastic differential delay equation |
scientific article; zbMATH DE number 6749856 |
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Carathéodory’s approximate solution to stochastic differential delay equation (English)
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19 July 2017
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Itô's formula
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Carathéodory approximation
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Euler-Maruyama approximation
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stochastic differential delay equation
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