Approximate solutions for a class of delay stochastic differential equations

DOI10.1080/17442509108833693zbMath0722.60050OpenAlexW2052511025MaRDI QIDQ3209945

Xuerong Mao

Publication date: 1991

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833693

zbMATH Keywords

computer simulationssemimartingalemean square convergenceCauchy-Maruyama approximation

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Related Items (1)

Wong-Zakai approximations for stochastic differential equations

Cites Work

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• A survey of numerical methods for stochastic differential equations
• Hyperinvariant subspaces for bilateral weighted shifts
• Continuous Markov processes and stochastic equations
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• EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES
• Exponential stability in mean square for stochastic differential equations
• Existence and uniqueness of the solutions of delay stochastic integral equations
• LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES

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