Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (Q3454834): Difference between revisions
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Revision as of 15:06, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation |
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Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (English)
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27 November 2015
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stochastic delay differential equations
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Wong-Zakai approximation
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predictor-corrector scheme
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midpoint scheme
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Milstein scheme
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Stratonovich formulation
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