We study weak convergence of an Euler scheme for nonlinear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion.

May 7, 2008 · Abstract. We study weak convergence of an Euler scheme for non- linear stochastic delay differential equations (SDDEs) driven.

Abstract. We develop a weak numerical Euler scheme for non-linear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion ...

We study weak convergence of an Euler scheme for non-linear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion.

We study weak convergence of an Euler scheme for nonlinear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion.

May 7, 2008 · Abstract. We study weak convergence of an Euler scheme for non- linear stochastic delay differential equations (SDDEs) driven.

We study weak convergence of an Euler scheme for nonlinear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion.

We study weak convergence of an Euler scheme for nonlinear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion.

The weak Euler scheme has order of convergence 1, as in the case of stochastic ordinary differential equations (SODEs) (i.e., without delay).The result ...

Aug 10, 2024 · In this paper, our primary objective is to discuss the weak convergence of the split-step backward Euler (SSBE) method, renowned for its exceptional stability.