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• In Section 2, the sentence " We notice that the choice of θ = 1 gives us the discrete Euler-Maruyama scheme. " has to be removed. • In the proof of Theorem 3.2, the interval [0, T ] has to be replaced by [t 0 , T ]. • At the end of the proof of Theorem 3.2, the notations ψ N 0 −1 and h have to be replaced by ψ N 0 −1 and ||. • In Section 3, after Remark… (More)

In this paper, an adaptive weak scheme for stochastic delay differential equations (SDDEs) based on the weak continuous Euler-Maruyama method which is a special member of the family of continuous weak Runge-Kutta schemes is introduced. The framework of the analysis of the global error is to embed the SDDE into a series of interrelated SDEs each defined on a… (More)

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