A NOTE ON THE APPROXIMATE SOLUTIONS TO STOCHASTIC DIFFERENTIAL DELAY EQUATION

DOI10.14317/JAMI.2016.421zbMath1351.60073OpenAlexW2531715318WikidataQ115237906 ScholiaQ115237906MaRDI QIDQ2831161

Young-Ho Kim, Mun-Jin Bae, Chanho Park

Publication date: 2 November 2016

Published in: Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14317/jami.2016.421

zbMATH Keywords

non-Lipschitz conditionEuler-Maruyama approximationstochastic differential delay equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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