Numerical Solutions of Stochastic Functional Differential Equations
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Publication:4827613
DOI10.1112/S1461157000000425zbMath1055.65011MaRDI QIDQ4827613
Publication date: 18 November 2004
Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)
Full work available at URL: http://www.lms.ac.uk/jcm/6/lms2002-027/
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34F05: Ordinary differential equations and systems with randomness
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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