Open AccessAn Euler scheme for stochastic delay differential equations on unbounded domains: Pathwise convergence
Author(s) -
Bahareh Akhtari,
Esmail Babolian,
Andreas Neuenkirch
Publication year - 2014
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2015.20.23
Subject(s) - convergence (economics) , scheme (mathematics) , mathematics , stochastic differential equation , euler's formula , backward euler method , euler method , mathematical analysis , euler equations , economics , economic growth
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