Algorithms for linear stochastic delay differential equations

DOI10.1007/978-1-4939-2104-1_6zbMATH Open1319.60147OpenAlexW7382088MaRDI QIDQ5261305FDOQ5261305

Harish S. Bhat

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

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zbMATH Keywords

Monte Carlo methodsnumerical algorithmsstochastic delay differential equations

Mathematics Subject Classification ID

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

• Title not available (Why is that?)
• Introduction to the numerical analysis of stochastic delay differential equations
• Balancing with positive feedback: the case for discontinuous control
• Delay Differential Equations
• Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations
• Stochastic Delay-Differential Equations
• Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems

Cited In (1)

• An algorithm to detect small solutions in linear delay differential equations

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