Precise Estimates for the Solution of Stochastic Functional Differential Equations with Discontinuous Initial Data: A Mathematical Approach
We have established a uniform error bound for the Euler approximation to the solution process of the Stochastic Funtional Differential Equation (S.F.D.E.) (1.11) over the...
Uniform Convergence of Euler Approximation of the Solution of Stochastic Functional Differential Equations with Discontinuous Initial Data
Because model Delay SDEs are often non-linear and do not allow for explicit solutions, numerical approximation approaches for solutions of delay stochastic equations are clearly...