Numerical approximation of nonlinear neutral stochastic functional differential equations

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Natural Sciences, Computational Engineering, Mathematics +16

Neutral Stochastic Differential Delay Equations with Markovian Switching

V.B. Kolmanovskii, N.I. Koroleva, T.L. Maizenberg et al. · Stochastic Analysis and Applications · 2003 · 156 citations

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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

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Numerical Solutions of Stochastic Functional Differential Equations

Xuerong Mao · LMS Journal of Computation and Mathematics · 2003 · 102 citations · Full text

Natural Sciences, Mathematics, Differential Equations +14