One-step approximations for stochastic functional differential equations

Applied Numerical Mathematics

Volumn 56, Issue 5, 2006, Pages 667-681

  Buckwar, Evelyn ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Drift implicit one step schemes; Mean square convergence; Stochastic functional differential equations

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; RANDOM PROCESSES;

DRIFT-IMPLICIT ONE-STEP SCHEMES; MEAN-SQUARE CONVERGENCE; STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS;

DIFFERENTIAL EQUATIONS;

EID: 33644861030     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apnum.2005.05.001     Document Type: Article

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