Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603): Difference between revisions

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Latest revision as of 10:50, 27 June 2024

scientific article; zbMATH DE number 5204513
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English
Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
scientific article; zbMATH DE number 5204513

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    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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