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Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods - MaRDI portal

Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods (Q5209455)

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scientific article; zbMATH DE number 7155917
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Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods
scientific article; zbMATH DE number 7155917

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    Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods (English)
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    22 January 2020
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    discontinuous Galerkin method
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    Wong-Zakai approximation
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    nonautonomous Stratonovich stochastic delay differential equation
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