Numerical solutions of stochastic differential delay equations under local Lipschitz condition

Journal of Computational and Applied Mathematics

Volumn 151, Issue 1, 2003, Pages 215-227

  Mao, Xuerong ^a   Sabanis, Sotirios ^b  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Local Lipschitz condition; Stochastic differential delay equations

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; STOCHASTIC PROGRAMMING;

EULAR-MARUYUMA METHOD; LOCAL LIPSCHITZ CONDITION;

MATHEMATICAL TECHNIQUES;

DIFFERENTIAL EQUATION;

EID: 0037293686     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(02)00750-1     Document Type: Article

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