A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition

DOI10.1080/07362994.2021.1936041zbMath1505.60062OpenAlexW3173631550WikidataQ115297136 ScholiaQ115297136MaRDI QIDQ5073882

Dušan D. Djordjević

Publication date: 4 May 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.1936041

zbMATH Keywords

almost sure convergenceTaylor approximationpolynomial conditionstochastic differential equations with time-dependent delay\(L^p\) convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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