An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion
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Publication:668885
DOI10.1016/j.amc.2015.11.026zbMath1410.60057OpenAlexW2183005587MaRDI QIDQ668885
Publication date: 19 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.11.026
Taylor approximationneutral stochastic differential equationstime-dependent delay\(L^{p}\) and almost sure convergence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)
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