Introduction to the Numerical Analysis of Stochastic Delay Differential
Equations
Journal of Computational and Applied Mathematics 125, pp.297--307,
2000.
http://www.elsevier.com/locate/cam
Buckwar, Evelyn; Baker, C.T.H.
Numerical Analysis of Explicit One-step Methods for Stochastic Delay
Differential Equations
LMS-Journal of Computational Mathematics, Vol 3., pp.~315--335, 2000.
http://www.lms.ac.uk/ (subscription necessary)
Buckwar, Evelyn; Baker, C.T.H.
Continuous $\Theta$-methods for the Stochastic Pantograph Equation
Electronic Transactions on Numerical Analysis, Vol. 11, pp.~131--151,
2000.
http://etna.mcs.kent.edu/
Jaschke, S.; Küchler, U.
Coherent Risk Measures, Valuation Bounds, and (mu,p)-Portfolio Optimization
Stochastics and Finance 5(2), pp 155-180, 2001
Küchler, U.; Platen, E.
Strong discrete time approximation of stochastic differential equations
with time delay
Mathematics & Computer Simulation 54, pp 189-205, 2000
