Magnus Methods for Stochastic Delay-Differential Equations

MaRDI QIDQ7181880arXivFDO

Authors Mitchell T. Griggs, Kevin Burrage, Pamela M. Burrage

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for initial value problems involving ordinary differential equations (65L05)

arXiv classification

math.NA

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