Narrow search
Showing 1 - 4 of 4
Cover Image
Weak approximation of stochastic differential delay equations
Buckwar, Evelyn; Shardlow, Tony - 2001
A numerical method for a class of Itô stochastic differential equations with a finite delay term is introduced. The method is based on the forward Euler approximation and is parameterised by its time step. Weak convergence with respect to a class of smooth test functionals is established by...
Persistent link: https://www.econbiz.de/10009616779
Cover Image
Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
Baker, Christopher T. H.; Buckwar, Evelyn - 2001
stability definitions considered herein and show that an inequality of Halanay type (derivable via comparison theory)j and … theory for numerical solutions (solutions of Euler type) is considered. A convergence result is recalled for completeness and …
Persistent link: https://www.econbiz.de/10009617952
Cover Image
Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070
Cover Image
Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term
Buckwar, Evelyn (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919281