Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (Q3454834)
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scientific article; zbMATH DE number 6514190
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| English | Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation |
scientific article; zbMATH DE number 6514190 |
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Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (English)
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27 November 2015
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stochastic delay differential equations
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Wong-Zakai approximation
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predictor-corrector scheme
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midpoint scheme
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Milstein scheme
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Stratonovich formulation
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0.9302968
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0.92225504
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0.91889435
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0.91343385
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0.9117912
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0.91056657
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0.9096111
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0.9094807
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