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Numerical treatment of stochastic delay differential equations: a global error bound - MaRDI portal

Numerical treatment of stochastic delay differential equations: a global error bound (Q2315842)

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Numerical treatment of stochastic delay differential equations: a global error bound
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    Numerical treatment of stochastic delay differential equations: a global error bound (English)
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    26 July 2019
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    stochastic delay differential equations
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    numerical solution
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    error analysis
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    global error bound
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