Author:
Wu Fuke,Mao Xuerong,Szpruch Lukas
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Reference26 articles.
1. Baker C.T.H., Buckwar E.: Numerical analysis of explicit one-step methods for stochastic delay differential equations. LMS J. Comput. Math. 3, 315–335 (2000)
2. Baker C.T.H., Buckwar E.: Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations. J. Comput. Appl. Math. 184, 404–427 (2005)
3. Burrage K., Burrage P., Mitsui T.: Numerical solutions of stochastic differential equations—implematation and stability issues. J. Comput. Appl. Math. 125, 171–182 (2000)
4. Burrage K., Tian T.: A note on the stability propertis of the Euler methods for solving stochastic differential equations. N Z J. Math. 29, 115–127 (2000)
5. Hairer E., Wanner G.: Solving Ordinary Differential Equation II: Stiff and Differential-Algebraic Problems, 2nd edn. Springer, Berlin (1996)
Cited by
116 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献