Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603): Difference between revisions
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Revision as of 20:44, 5 March 2024
scientific article; zbMATH DE number 5204513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-Step Maruyama Methods for Stochastic Delay Differential Equations |
scientific article; zbMATH DE number 5204513 |
Statements
Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (English)
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24 October 2007
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linear multi-step Maruyama methods
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stochastic delay differential equations
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strong convergence
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Itô formula for stochastic delay differential equations
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