Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
Abstract Numerical analysis of stochastic delay differential equations has been widely developed but frequently for the cases where the delay term has a simple feature. In this paper, we aim to study a more general case of delay term which has not been much discussed so far. We mean the case where t...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2019-09-01
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| Series: | Advances in Difference Equations |
| Online Access: | http://link.springer.com/article/10.1186/s13662-019-2323-x |