Numerical analysis for some autonomous stochastic delay differential equations

International Journal of Applied Mathematics and Computation

Hamdy Ahmed¹ 

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关键词: tochastic delay differential equations;    explicit one-step methods;    conditional expectation;    Lipschitz condition and linear growth condition;   

DOI  :  10.0000/ijamc.2012.4.4.569

来源: PSIT Kanpur

【 摘 要 】

Numerical solution of stochastic delay differential equations is studied by using explicit one-step methods. One-step method is asymptotically zero-stable in the quadratic mean square sense.

【 授权许可】

Unknown