Pages that link to "Item:Q2992641"
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The following pages link to Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations (Q2992641):
Displaying 13 items.
- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments (Q1615837) (← links)
- Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
- Introduction to the numerical analysis of stochastic delay differential equations (Q1841963) (← links)
- Accuracy improvement of a predictor-corrector compact difference scheme for the system of two-dimensional coupled nonlinear wave equations (Q2079331) (← links)
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← links)
- Stochastic dynamics in a time-delayed model for autoimmunity (Q2306286) (← links)
- A new approach to simulating stochastic delayed systems (Q2306289) (← links)
- An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
- A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations (Q2453180) (← links)
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
- On the Stability of Predictor-Corrector Methods for Parabolic Equations with Delay (Q3761611) (← links)
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
- Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations (Q6566109) (← links)
