Numerical Solutions of Neutral Stochastic Functional Differential Equations
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Publication:3395074
DOI10.1137/070697021zbMath1173.65004OpenAlexW2077252113MaRDI 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/
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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