Numerical Solutions of Stochastic Functional Differential Equations

DOI10.1112/S1461157000000425zbMath1055.65011MaRDI QIDQ4827613

Xuerong Mao

Publication date: 18 November 2004

Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.lms.ac.uk/jcm/6/lms2002-027/

zbMATH Keywords

numerical resultsstochastic functional differential equationsstrong mean square convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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