Numerical analysis of explicit one-step methods for stochastic delay differential equations (Q2709393)

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Numerical analysis of explicit one-step methods for stochastic delay differential equations
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    9 May 2001
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    stochastic delay differential equations
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    convergence
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    one-step methods
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    numerical examples
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    Euler-Maruyama scheme
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    Numerical analysis of explicit one-step methods for stochastic delay differential equations (English)
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