Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22231
Authors: 
Buckwar, Evelyn
Year of Publication: 
2003
Series/Report no.: 
Discussion papers of interdisciplinary research project 373 2003,16
Abstract: 
We 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.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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