Weak approximation of stochastic differential delay equations for bounded measurable function

DOI10.1112/S1461157013000120zbMath1294.65011MaRDI QIDQ5169605

Hua Zhang

Publication date: 11 July 2014

Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceEuler schemestochastic differential delay equation

Mathematics Subject Classification ID

Related Items (1)

An explicit approximation for super-linear stochastic functional differential equations

Cites Work

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• A duality approach for the weak approximation of stochastic differential equations
• Stochastic calculus with anticipating integrands
• The Malliavin calculus and stochastic delay equations
• Dirichlet forms and analysis on Wiener space
• The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
• Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations
• Weak approximations. A Malliavin calculus approach
• The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density

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