Matrix numerical method for probability densities of stochastic delay differential equations
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Publication:6561869
DOI10.1088/1751-8121/ad4752MaRDI QIDQ6561869
Publication date: 25 June 2024
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
numerical methodsprobability densitynumerical algorithmstochastic delay differential equationsnon-Markovian dynamicstransition rates
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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