S-ROCK methods for stochastic delay differential equations with one fixed delay

Stochastic Differential Equations: Theory and Applications.

P. Whittle, Ludwig Arnold · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.4K citations

Engineering, Mathematics, Differential Equations +11

STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS

David Williams · Bulletin of the London Mathematical Society · 1976 · 1.1K citations

Engineering, Mathematics, Differential Equations +11

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

On the Internal Stability of Explicit, <i>m</i>‐Stage Runge‐Kutta Methods for Large <i>m</i>‐Values

P.J. van der Houwen, B.P. Sommeijer · ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik · 1980 · 174 citations

Natural Sciences, Physics, Computational Fluid Dynamics +13

Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations

Christopher Baker, Evelyn Buckwar · LMS Journal of Computation and Mathematics · 2000 · 169 citations · Full text

Engineering, Mathematics, Differential Equations +15