Stochastic taylor methods for stochastic delay differential equations
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Taylor expansion for solving stochastic delay differential equations (SDDEs) with a constant time lag, r > 0 . The stochastic Taylor expansion of SDDEs is truncated at certain terms to achieve the orde...
Disimpan dalam:
| Pengarang-pengarang Utama: | , , , |
|---|---|
| Format: | Artikel |
| Diterbitkan: |
2013
|
| Subjek-subjek: | |
| Capaian Atas Talian: | http://eprints.utm.my/40766/ |
| Penanda-penanda: |
Tambah Penanda
Tiada Penanda, Jadilah orang pertama menanda rekod ini!
|
Jadilah orang pertama meninggalkan komen!