Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions.
Xuerong MaoPublished in: Appl. Math. Comput. (2011)
Keyphrases
- numerical solution
- differential equations
- partial differential equations
- finite dimensional
- finite difference
- nonlinear equations
- low order
- difference equations
- finite element
- ordinary differential equations
- exact solution
- sufficient conditions
- numerical methods
- multiresolution
- curve evolution
- image analysis
- linear programming
- hidden markov models