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zbMath1265.34292MaRDI QIDQ2916789

Liangjian Hu, Chunsai Zhang

Publication date: 5 October 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

strong convergence Carathéodory approximation mean-reverting \(\theta\) process

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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