Numerical Solutions of Neutral Stochastic Functional Differential Equations
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Publication:3395074
DOI10.1137/070697021zbMath1173.65004MaRDI QIDQ3395074
Publication date: 20 August 2009
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/13830/
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34K50: Stochastic functional-differential equations
65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34K40: Neutral functional-differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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