Discrete time waveform relaxation method for stochastic delay differential equations
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Publication:618079
DOI10.1016/j.amc.2010.09.052zbMath1208.65015OpenAlexW2080414748MaRDI QIDQ618079
Publication date: 14 January 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.09.052
stochastic differential equationswaveform relaxation methodsmean square convergencestochastic delay differential equationssemi-implicit Euler methods
Related Items (2)
Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems ⋮ The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations
Cites Work
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