Split-step \({\theta}\)-method for stochastic delay differential equations

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Publication:2448647

DOI10.1016/j.apnum.2013.10.003zbMath1288.65006OpenAlexW2013859220MaRDI QIDQ2448647

Zhongqiang Zhang, Peng Hao, Wan-Rong Cao

Publication date: 5 May 2014

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2013.10.003




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