A systematic derivation of stochastic Taylor methods for stochastic delay differential equations
zbMATH Open1281.65015MaRDI QIDQ360935FDOQ360935
Authors: Arifah Bahar, S. H. Yeak, Xuerong Mao, Norhayati Rosli
Publication date: 28 August 2013
Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)
Full work available at URL: http://math.usm.my/bulletin/html/vol36_3_2.html
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numerical solutionstochastic delay differential equationsstochastic Taylor expansionstochastic Taylor methods
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