A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409)
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scientific article; zbMATH DE number 7042049
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| English | A Legendre-based computational method for solving a class of Itô stochastic delay differential equations |
scientific article; zbMATH DE number 7042049 |
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A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (English)
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26 March 2019
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Legendre collocation method
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stochastic delay differential equations
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strong solution
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Lamperti transformation
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Wiener process
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