✦ LIBER ✦

Numerical methods for nonlinear stochastic delay differential equations with jumps

✍ Scribed by Zhao, Guihua; Liu, Mingzhu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical methods for nonlinear stochast

✍ Desmond J. Higham; Peter.E. Kloeden 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 216 KB

Compensated stochastic theta methods for

✍ Li, Qiyong; Gan, Siqing; Wang, Xiaojie 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 280 KB

Stochastic differential delay equations

✍ Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 193 KB

Comparison Theorem for Stochastic Differ

✍ Jianhai Bao; Chenggui Yuan 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 516 KB

Compensated stochastic theta methods for

✍ Xiaojie Wang; Siqing Gan 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 291 KB

Almost sure exponential stability of num

✍ Qiyong Li; Siqing Gan 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 580 KB