Convergence and stability of numerical solutions to SDDEs with Markovian switching

Stochastic Differential Delay Equations with Markovian Switching

Xuerong Mao, A. I. Matasov, Aleksey B. Piunovskiy · Bernoulli · 2000 · 226 citations

Engineering, Mathematics, Differential Equations +12

Introduction to the numerical analysis of stochastic delay differential equations

Evelyn Buckwar · Journal of Computational and Applied Mathematics · 2000 · 195 citations

Engineering, Computational Engineering, Mathematics +14

Numerical solutions of stochastic differential delay equations under local Lipschitz condition

Xuerong Mao, Sotirios Sabanis · Journal of Computational and Applied Mathematics · 2002 · 169 citations

Natural Sciences, Computational Engineering, Mathematics +16

Strong discrete time approximation of stochastic differential equations with time delay

Uwe Küchler, Eckhard Platen · Mathematics and Computers in Simulation · 2000 · 162 citations

Engineering, Mathematics, Physics +14

Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

Ming-Zhu Liu, Wanrong Cao, Zhencheng Fan · Journal of Computational and Applied Mathematics · 2004 · 109 citations

Natural Sciences, Mathematics, Differential Equations +13