Numerical solution of stochastic state-dependent delay differential equations: convergence and stability

DOI10.1186/S13662-019-2323-XzbMath1485.65010OpenAlexW2972748941WikidataQ127253869 ScholiaQ127253869MaRDI QIDQ2670605

Bahar Akhtari

Publication date: 11 March 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-2323-x

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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