Numerical solutions of stochastic differential delay equations under local Lipschitz condition

By Xuerong Mao, Sotirios Sabanis. 2003

172 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/dc68134163ca885fde473bb89ec34eed03b29321

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. Zhencheng Fan
  6. Xuerong Mao
  7. Wanrong Cao
  8. Mingzhu Liu

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