arXiv:1212.3567 Abstract | arXiv Analytics

arXiv:1212.3567 [math.PR]Abstract References Reviews Resources

A note on Euler approximations for stochastic differential equations with delay

Published 2012-12-14Version 1

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure convergence is obtained under local Lipschitz and also under monotonicity conditions.

Categories: math.PR

Subjects: 60H99

Keywords: stochastic differential equations, euler approximations, stochastic delay differential equations, general conditions, monotonicity conditions

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