Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition-Reference-Cited by-同舟云学术

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Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition

Published:2020-02 Issue: Volume:366 Page:124733
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Li Min,Huang Chengming^ORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference29 articles.

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4. Numerical integration of stochastic differential equations;Milstein,1995

5. Stochastic Differential Equations and Applications;Mao,2008

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