Waveform relaxation method for stochastic differential equations with constant delay

DOI10.1016/j.apnum.2010.10.003zbMath1211.65006MaRDI QIDQ617636

Zhencheng Fan

Publication date: 21 January 2011

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2010.10.003

zbMATH Keywords

system; waveform relaxation methods; mean square convergence; stochastic delay differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K50: Stochastic functional-differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Cites Work

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