𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Composition of stochastic B-series with applications to implicit Taylor methods

✍ Scribed by Kristian Debrabant; Anne Kværnø

Book ID
108057583
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
584 KB
Volume
61
Category
Article
ISSN
0168-9274

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An application of Taylor series in the a
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
✍ Marija Milošević; Miljana Jovanović 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 282 KB

The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initia