Caratheodory’s Approximate Solution to Stochastic Differential Delay Equation
Abstract
The main aim of this paper is to discuss Caratheodory's and
Euler-Maruyama's approximate solutions to stochastic differential
delay equation. To make the theory more understandable, we impose
the non-uniform Lipschitz condition and non-linear growth
condition.
Euler-Maruyama's approximate solutions to stochastic differential
delay equation. To make the theory more understandable, we impose
the non-uniform Lipschitz condition and non-linear growth
condition.
Full Text:
PDFRefbacks
- There are currently no refbacks.