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2005-11-03Buch DOI: 10.18452/2584
One-Step Approximations For Stochastic Functional Differential Equations
dc.contributor.authorBuckwar, Evelyn
dc.date.accessioned2017-06-15T17:38:00Z
dc.date.available2017-06-15T17:38:00Z
dc.date.created2005-11-03
dc.date.issued2005-11-03
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3236
dc.description.abstractWe consider the problem of strong approximations of the solution of It\^{o} stochastic functional differential equations (SFDEs). We develop a general framework for the convergence of drift-implicit one-step schemes to the solution of SFDEs. We provide examples to illustrate the applicability of the framework.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.subjectStochastic functional differential equationseng
dc.subjectMean-square convergenceeng
dc.subjectDrift-implicit one-step schemeseng
dc.subject.ddc510 Mathematik
dc.titleOne-Step Approximations For Stochastic Functional Differential Equations
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10052182
dc.identifier.doihttp://dx.doi.org/10.18452/2584
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages16
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2004
local.edoc.container-issue12
local.edoc.container-year2004
local.edoc.container-erstkatid2075199-0

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