Multi-step Maruyama methods for stochastic delay differential equations

Stochastic Analysis and Applications

Volumn 25, Issue 5, 2007, Pages 933-959

  Buckwar, Evelyn ^a   Winkler, Renate ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

It formula for stochastic delay differential equations; Linear multi step Maruyama methods; Stochastic delay differential equations; Strong convergence

Indexed keywords

EID: 34548450855     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701540311     Document Type: Article

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