The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus

By Peter E. Kloeden, Tony Shardlow. 2012

55 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/e1d9befd620e198ecbc8a3a2b9617fa30403379b