Strong discrete time approximation of stochastic differential equations with time delay

Mathematics and Computers in Simulation

Volumn 54, Issue 1-3, 2000, Pages 189-205

  Küchler, Uwe ^a   Platen, Eckhard ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Discrete time approximation; Simulation; Stochastic differential equations with time delay; Strong convergence

Indexed keywords

EID: 0346425000     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-4754(00)00224-x     Document Type: Article

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