Introduction to the numerical analysis of stochastic delay differential equations

By Evelyn Buckwar. 2000

216 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/1740c084a8ac7e9b15a436d48c96f7ff60493919

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Margherita Carletti
2. Kevin Burrage
3. Pamela M. Burrage
4. Tianhai Tian
5. Xuerong Mao
6. Chenggui Yuan

In Finance

1. Kevin Burrage
2. Tianhai Tian
3. Margherita Carletti
4. Pamela M. Burrage
5. Xuerong Mao
6. George Yin
7. Xiaoyue Li
8. Ke Wang

In Numerical Analysis

1. Margherita Carletti
2. Kevin Burrage
3. Pamela M. Burrage
4. Tianhai Tian
5. Xuerong Mao
6. Chenggui Yuan

Citations in the corpus

• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (2007, background): “[6,8,23,24,32,33,35,36]) while the exponential stability is clearly an asymptotic property.”
• Stochastic delay differential equations for genetic regulatory networks (2007, methodology): “This class contains the explicit Euler method if =1 [1,6] and the semi-implicit method if =0 [14].”