Weak approximation of stochastic differential delay equations

IMA Journal of Numerical Analysis

Volumn 25, Issue 1, 2005, Pages 57-86

  Buckwar, Evelyn ^a   Shardlow, Tony ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Stability and convergence of numerical approximations; Stochastic delay equations; Stochastic partial differential equations; Theoretical approximation of solutions

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; NUMERICAL METHODS;

INFINITE DIMENSIONAL; NUMERICAL APPROXIMATIONS; REGULARITY ASSUMPTION; STOCHASTIC DELAY; STOCHASTIC DIFFERENTIAL DELAY EQUATIONS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION; THEORETICAL APPROXIMATIONS;

STOCHASTIC SYSTEMS;

EID: 11444255101     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/drh012     Document Type: Article

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