Author:
Mahmoudi Fatemeh,Tahmasebi Mahdieh
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference42 articles.
1. Numerical Approximation of SDEs and Stochastic Swift-Hohenberg Equation;Adamu,2011
2. Stochastic integration with respect to the fractional Brownian motion;Alòs;Stoch. Stoch. Rep.,2003
3. Stochastic Differential Equations, Theory and Applications;Arnold,1974
4. A delayed Black and Scholes formula;Arriojas;Stoch. Anal. Appl.,2003
5. Numerical analysis of explicit one-step methods for stochastic delay differential equations;Baker;LMS J. Comput. Math.,2000