Carathéodory's approximate solution to stochastic differential delay equation

Young-Ho Kim
2016 Filomat  
The main aim of this paper is to discuss Carathéodory's and Euler-Maruyama's approximate solutions to stochastic differential delay equation. To make the theory more understandable, we impose the non-uniform Lipschitz condition and non-linear growth condition.
doi:10.2298/fil1607019k fatcat:bcgypf2d5jefnab56rtb3752lu