A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11075-018-0526-y / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2800429541 / rank | |||
Normal rank |
Revision as of 19:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Legendre-based computational method for solving a class of Itô stochastic delay differential equations |
scientific article |
Statements
A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (English)
0 references
26 March 2019
0 references
Legendre collocation method
0 references
stochastic delay differential equations
0 references
strong solution
0 references
Lamperti transformation
0 references
Wiener process
0 references