"Numerical Methods for Stochastic Delay Differential Equations Via the ..."

Wanrong Cao, Zhongqiang Zhang, George E. Karniadakis (2015)

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DOI: 10.1137/130942024

access: closed

type: Journal Article

metadata version: 2020-07-30

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Wanrong Cao, Zhongqiang Zhang, George E. Karniadakis:
Numerical Methods for Stochastic Delay Differential Equations Via the Wong-Zakai Approximation. SIAM J. Sci. Comput. 37(1) (2015)

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