Algorithms for Linear Stochastic Delay Differential Equations
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Publication:5261305
DOI10.1007/978-1-4939-2104-1_6zbMath1319.60147OpenAlexW7382088MaRDI QIDQ5261305
Publication date: 3 July 2015
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-2104-1_6
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems
- Introduction to the numerical analysis of stochastic delay differential equations
- Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations
- Stochastic Delay-Differential Equations
- Delay Differential Equations
- Balancing with positive feedback: the case for discontinuous control
- Unnamed Item
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