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...
| Main Authors: | , , , |
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| 格式: | 文件 |
| 语言: | English |
| 出版: |
Universiti Teknologi Malaysia
2013
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| 主题: | |
| 在线阅读: | http://umpir.ump.edu.my/id/eprint/13514/1/29.1c.241-251.pdf |