| Euler-Maruyama's approximate solutions to stochastic differential delay equation (JNCA) |
 |
|
Volume 17
|
|
Number 1
|
|
pp. 185-195
|
|
|
| Euler-Maruyama's approximate solutions to stochastic differential delay equation |
| Young-Ho Kim |
|
|
|
|
|
| Key words |
Mathematices Subject Classification |
| Euler-Maruyama approximation, Hölder's inequality, Itöintegral, Stochastic differential delay equation
|
60H10, 60H30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Copyright© 2015 Yokohama Publishers |
|
For Editor |
|
For Authors |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
