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scientific article; zbMATH DE number 6470897 - MaRDI portal

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zbMath1326.60085MaRDI QIDQ5500331

Young-Ho Kim

Publication date: 5 August 2015

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

zbMATH Keywords

Hölder's inequality Euler-Maruyama approximation stochastic differential delay equations Doob's martingale inequality Carathéodory approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50)

Related Items (1)

Caratheodory's approximate solution to stochastic differential delay equation

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