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dc.contributor.authorBuckwar, Evelynen_US
dc.date.accessioned2009-01-29T14:54:56Z-
dc.date.available2009-01-29T14:54:56Z-
dc.date.issued2003en_US
dc.identifier.piurn:nbn:de:kobv:11-10050011-
dc.identifier.urihttp://hdl.handle.net/10419/22231-
dc.description.abstractWe consider the problem of strong approximations of the solution of stochastic functional differential equations of Itô form with a distributed delay term in the drift and diffusion coefficient. We provide necessary background material, and give convergence proofs for the Euler-Maruyama and the Milestein scheme. Numerical examples illustrate the theoretical results.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesDiscussion papers of interdisciplinary research project 373 2003,16en_US
dc.subject.ddc330en_US
dc.subject.stwAnalysisen_US
dc.subject.stwStochastischer Prozessen_US
dc.subject.stwTheorieen_US
dc.titleEuler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory termen_US
dc.typeWorking Paperen_US
dc.identifier.ppn379250098en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb373:200316-
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

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