Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (Q3454834): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:18, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation |
scientific article |
Statements
Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (English)
0 references
27 November 2015
0 references
stochastic delay differential equations
0 references
Wong-Zakai approximation
0 references
predictor-corrector scheme
0 references
midpoint scheme
0 references
Milstein scheme
0 references
Stratonovich formulation
0 references
