Buckwar, Evelyn; Shardlow, Tony - 2001
method is based on the forward Euler approximation and is parameterised by its time step. Weak convergence with respect to a … regularity assumptions on coefficients and initial data, the rate of convergence is shown to be proportional to the time step …. Some computations are presented to demonstrate the rate of convergence. -- Stochastic delay equations ; Theoretical …