Numerical Solutions of Stochastic Differential Delay Equations with Jumps
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362990902976637
Reference19 articles.
1. Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
2. Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
3. Weak approximation of stochastic differential delay equations
4. Introduction to the numerical analysis of stochastic delay differential equations
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