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An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay.
Marija Milosevic
Miljana Jovanovic
Published in:
J. Comput. Appl. Math. (2011)
Keyphrases
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taylor series
stochastic differential equations
maximum a posteriori estimation
numerical integration
brownian motion
fractional brownian motion
closed form
closed form solutions
ordinary differential equations
additive gaussian noise