Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations

Evelyn Buckwar, Rachel Kuske, Salah-Eldin A. Mohammed, Tony Shardlow. Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations. LMS J. Comput. Math., 11:60-99, 2008. [doi]

Abstract

Abstract is missing.