Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (Q2709393): Difference between revisions
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Revision as of 08:07, 5 March 2024
scientific article
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English | Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations |
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Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (English)
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9 May 2001
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stochastic delay differential equations
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convergence
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one-step methods
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numerical examples
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Euler-Maruyama scheme
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