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dc.contributor.authorBuckwar, Evelynen
dc.date.accessioned2009-01-29T14:54:56Z-
dc.date.available2009-01-29T14:54:56Z-
dc.date.issued2003-
dc.identifier.piurn:nbn:de:kobv:11-10050011en
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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2003,16en
dc.subject.ddc330en
dc.subject.stwAnalysisen
dc.subject.stwStochastischer Prozessen
dc.subject.stwTheorieen
dc.titleEuler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term-
dc.typeWorking Paperen
dc.identifier.ppn379250098en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200316en

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